-34.1%
PCOR vs FLR
+202.4%
-236.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -1.9% | -3.6% |
| 7D | -9.0% | +5.4% | -14.4% | -10.3% |
| 30D | +4.2% | +11.4% | -7.2% | +0.5% |
| 3M | +14.4% | +11.4% | +3.0% | +9.4% |
| 6M | +0.2% | +16.6% | -16.5% | -7.0% |
| YTD | -20.3% | +41.7% | -62.0% | -30.9% |
| 1Y | -16.1% | +35.4% | -51.6% | -26.9% |
| 3Y | -14.7% | +57.3% | -72.0% | -32.1% |
| 5Y | -43.2% | +241.0% | -284.1% | -62.3% |
| All | -34.1% | +202.4% | -236.5% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling