-9.3%
PCOR vs FLR
+112.0%
-121.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +3.0% | +5.4% | -2.3% | +1.5% |
| 30D | +38.7% | +2.8% | +35.8% | +37.0% |
| 3M | +24.9% | -6.4% | +31.3% | +26.2% |
| 6M | +68.8% | +8.8% | +60.0% | +59.8% |
| YTD | +6.7% | +23.6% | -16.9% | -5.7% |
| 1Y | +3.0% | +13.8% | -10.8% | -6.4% |
| 3Y | +48.6% | +36.5% | +12.1% | +18.6% |
| All | -9.3% | +112.0% | -121.3% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling