-14.1%
PCOR vs FIVE
+32.7%
-46.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.6% |
| 7D | +23.7% | -1.7% | +25.4% | +24.8% |
| 30D | +39.0% | +14.9% | +24.1% | +32.1% |
| 3M | +35.8% | +7.6% | +28.1% | +31.3% |
| 6M | +38.2% | +6.4% | +31.8% | +33.1% |
| YTD | +3.9% | +28.1% | -24.2% | -7.4% |
| 1Y | +5.7% | +54.7% | -49.0% | -12.8% |
| 3Y | +44.8% | +36.1% | +8.7% | +17.5% |
| 5Y | -19.8% | +14.9% | -34.7% | -36.6% |
| All | -14.1% | +32.7% | -46.8% | -33.5% |
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