-14.4%
PCOR vs FIVN
-83.3%
+68.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.3% | +7.7% |
| 7D | +22.7% | -22.6% | +45.3% | +36.5% |
| 30D | +37.5% | -16.8% | +54.2% | +47.0% |
| 3M | +35.2% | -0.9% | +36.1% | +30.0% |
| 6M | +42.2% | +28.4% | +13.8% | +20.4% |
| YTD | +3.6% | +40.2% | -36.7% | -18.5% |
| 1Y | -4.8% | +30.5% | -35.3% | -23.0% |
| 3Y | +48.3% | -56.2% | +104.6% | +87.5% |
| 5Y | -20.1% | -81.0% | +60.9% | +39.9% |
| All | -14.4% | -83.3% | +68.9% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling