-41.4%
PCOR vs FND
-60.2%
+18.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.0% |
| 7D | -9.0% | -5.2% | -3.7% | -6.8% |
| 30D | +4.2% | -19.9% | +24.0% | +14.7% |
| 3M | +14.4% | +2.7% | +11.7% | +10.3% |
| 6M | +0.2% | -21.7% | +21.8% | +8.4% |
| YTD | -20.3% | -17.5% | -2.7% | -17.0% |
| 1Y | -16.1% | -39.3% | +23.2% | +1.6% |
| 3Y | -14.7% | -49.8% | +35.1% | +4.9% |
| All | -41.4% | -60.2% | +18.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling