-20.1%
PCOR vs FLR
+93.7%
-113.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.3% |
| 7D | +22.7% | -0.8% | +23.5% | +22.8% |
| 30D | +37.5% | -9.1% | +46.6% | +40.6% |
| 3M | +35.2% | -4.7% | +39.9% | +35.2% |
| 6M | +42.2% | -14.2% | +56.5% | +44.3% |
| YTD | +3.6% | +17.3% | -13.7% | -7.0% |
| 1Y | -4.8% | +4.3% | -9.0% | -11.0% |
| 3Y | +48.3% | +30.7% | +17.6% | +20.1% |
| All | -20.1% | +93.7% | -113.8% | -43.3% |
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