-20.1%
PCOR vs FIVE
+14.2%
-34.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +22.7% | -0.3% | +23.0% | +23.2% |
| 30D | +37.5% | +17.7% | +19.8% | +29.1% |
| 3M | +35.2% | +4.0% | +31.2% | +32.3% |
| 6M | +42.2% | +2.6% | +39.6% | +38.7% |
| YTD | +3.6% | +27.6% | -24.0% | -8.3% |
| 1Y | -4.8% | +59.9% | -64.7% | -23.3% |
| 3Y | +48.3% | +35.8% | +12.6% | +20.1% |
| All | -20.1% | +14.2% | -34.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling