+46.5%
PCOR vs FLR
+47.2%
-0.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +20.7% | +5.1% | +15.6% | +19.2% |
| 30D | +35.7% | -0.5% | +36.1% | +35.4% |
| 3M | +31.1% | -3.5% | +34.5% | +31.5% |
| 6M | +43.1% | +16.5% | +26.7% | +33.7% |
| YTD | +4.8% | +27.3% | -22.4% | -7.6% |
| 1Y | -3.7% | +10.6% | -14.3% | -10.8% |
| 3Y | +46.5% | +39.4% | +7.2% | +8.3% |
| All | +46.5% | +47.2% | -0.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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