-34.1%
PCOR vs FIVE
+38.8%
-72.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.1% | -9.4% | -6.1% |
| 7D | -9.0% | +4.3% | -13.2% | -10.5% |
| 30D | +4.2% | +12.5% | -8.3% | -0.9% |
| 3M | +14.4% | +31.2% | -16.8% | +2.5% |
| 6M | +0.2% | +14.4% | -14.2% | -6.5% |
| YTD | -20.3% | +33.9% | -54.1% | -30.2% |
| 1Y | -16.1% | +65.1% | -81.2% | -32.8% |
| 3Y | -14.7% | +49.0% | -63.7% | -34.0% |
| 5Y | -43.2% | +30.3% | -73.5% | -55.9% |
| All | -34.1% | +38.8% | -72.8% | -49.8% |
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