-34.1%
PCOR vs FND
-48.8%
+14.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.0% |
| 7D | -9.0% | -5.2% | -3.7% | -6.9% |
| 30D | +4.2% | -19.9% | +24.0% | +14.4% |
| 3M | +14.4% | +2.7% | +11.7% | +10.4% |
| 6M | +0.2% | -21.7% | +21.8% | +8.2% |
| YTD | -20.3% | -17.5% | -2.7% | -17.0% |
| 1Y | -16.1% | -39.3% | +23.2% | +1.1% |
| 3Y | -14.7% | -49.8% | +35.1% | +4.6% |
| 5Y | -43.2% | -60.1% | +16.9% | -24.8% |
| All | -34.1% | -48.8% | +14.7% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling