-15.6%
PCOR vs FRSH
-72.2%
+56.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +22.2% | -15.5% | +37.7% | +31.7% |
| 30D | +36.0% | -13.7% | +49.7% | +44.9% |
| 3M | +34.0% | +1.4% | +32.6% | +31.8% |
| 6M | +43.5% | +36.0% | +7.5% | +22.3% |
| YTD | +5.1% | -2.0% | +7.1% | +4.0% |
| 1Y | -3.9% | +7.3% | -11.3% | -9.2% |
| 3Y | +52.9% | -29.6% | +82.5% | +66.1% |
| 5Y | -18.7% | -69.2% | +50.6% | -0.4% |
| All | -15.6% | -72.2% | +56.6% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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