-36.0%
PCOR vs FRSH
-70.6%
+34.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.5% | -1.9% |
| 7D | -9.0% | -8.2% | -0.8% | -5.0% |
| 30D | +4.2% | +10.5% | -6.3% | -0.7% |
| 3M | +14.4% | +32.7% | -18.3% | -0.5% |
| 6M | +0.2% | +50.3% | -50.1% | -17.8% |
| YTD | -20.3% | +3.9% | -24.2% | -22.5% |
| 1Y | -16.1% | -2.2% | -14.0% | -16.6% |
| 3Y | -14.7% | -42.9% | +28.2% | +3.0% |
| All | -36.0% | -70.6% | +34.6% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling