-14.1%
PCOR vs FND
-47.5%
+33.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.6% |
| 7D | +23.7% | +2.2% | +21.4% | +22.7% |
| 30D | +39.0% | +9.6% | +29.4% | +33.3% |
| 3M | +35.8% | -17.9% | +53.6% | +47.2% |
| 6M | +38.2% | +6.6% | +31.7% | +30.4% |
| YTD | +3.9% | -15.5% | +19.4% | +6.8% |
| 1Y | +5.7% | -16.2% | +21.9% | +8.3% |
| 3Y | +44.8% | -36.3% | +81.0% | +55.5% |
| 5Y | -19.8% | -61.4% | +41.6% | +5.3% |
| All | -14.1% | -47.5% | +33.5% | +14.1% |
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