+48.3%
PCOR vs FIVN
-55.4%
+103.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.3% | +6.8% |
| 7D | +22.7% | -22.6% | +45.3% | +35.0% |
| 30D | +37.5% | -16.8% | +54.2% | +46.0% |
| 3M | +35.2% | -0.9% | +36.1% | +30.5% |
| 6M | +42.2% | +28.4% | +13.8% | +22.4% |
| YTD | +3.6% | +40.2% | -36.7% | -16.5% |
| 1Y | -4.8% | +30.5% | -35.3% | -21.3% |
| 3Y | +48.3% | -56.2% | +104.6% | +65.6% |
| All | +48.3% | -55.4% | +103.7% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling