-13.3%
PCOR vs FND
-47.6%
+34.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +1.3% |
| 7D | +20.7% | +6.8% | +13.9% | +17.6% |
| 30D | +35.7% | +13.1% | +22.6% | +28.3% |
| 3M | +31.1% | -13.1% | +44.1% | +38.8% |
| 6M | +43.1% | -0.6% | +43.7% | +39.7% |
| YTD | +4.8% | -15.5% | +20.4% | +7.7% |
| 1Y | -3.7% | -13.7% | +10.0% | -2.5% |
| 3Y | +46.5% | -35.0% | +81.5% | +55.3% |
| 5Y | -17.3% | -60.1% | +42.8% | +7.6% |
| All | -13.3% | -47.6% | +34.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling