-36.2%
PCOR vs FIVN
-81.5%
+45.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +3.0% | -0.2% |
| 7D | -6.9% | -8.2% | +1.3% | -3.1% |
| 30D | -1.5% | -8.1% | +6.6% | +2.4% |
| 3M | +18.5% | +34.9% | -16.4% | +1.2% |
| 6M | -4.7% | +72.6% | -77.3% | -29.4% |
| YTD | -22.8% | +55.8% | -78.5% | -40.3% |
| 1Y | -20.7% | +17.1% | -37.9% | -30.6% |
| 3Y | -14.6% | -54.3% | +39.8% | +9.0% |
| 5Y | -40.7% | -81.6% | +40.8% | +5.8% |
| All | -36.2% | -81.5% | +45.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling