-14.1%
PCOR vs FIVE
+38.6%
-52.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +6.7% | +13.0% | +17.2% |
| 7D | +21.8% | +7.5% | +14.4% | +18.8% |
| 30D | +39.5% | +16.7% | +22.8% | +31.9% |
| 3M | +35.2% | +13.4% | +21.9% | +28.3% |
| 6M | +21.7% | +9.0% | +12.7% | +16.3% |
| YTD | +3.9% | +33.8% | -29.9% | -8.9% |
| 1Y | +6.9% | +61.2% | -54.2% | -13.1% |
| 3Y | +44.8% | +42.1% | +2.7% | +15.7% |
| 5Y | -21.9% | +21.4% | -43.3% | -39.3% |
| All | -14.1% | +38.6% | -52.7% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling