-17.3%
PCOR vs FND
-61.3%
+44.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +1.4% |
| 7D | +20.7% | +6.8% | +13.9% | +17.5% |
| 30D | +35.7% | +13.1% | +22.6% | +28.2% |
| 3M | +31.1% | -13.1% | +44.1% | +38.9% |
| 6M | +43.1% | -0.6% | +43.7% | +39.6% |
| YTD | +4.8% | -15.5% | +20.4% | +7.7% |
| 1Y | -3.7% | -13.7% | +10.0% | -2.6% |
| 3Y | +46.5% | -35.0% | +81.5% | +54.5% |
| 5Y | -17.3% | -60.1% | +42.8% | +24.0% |
| All | -17.3% | -61.3% | +44.1% | +24.0% |
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 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