-15.9%
PCOR vs FRSH
-72.5%
+56.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | +20.7% | -16.0% | +36.8% | +30.5% |
| 30D | +35.7% | -14.7% | +50.3% | +45.3% |
| 3M | +31.1% | -0.8% | +31.9% | +30.3% |
| 6M | +43.1% | +34.5% | +8.6% | +22.6% |
| YTD | +4.8% | -3.0% | +7.9% | +4.3% |
| 1Y | -3.7% | +4.9% | -8.5% | -7.9% |
| 3Y | +46.5% | -31.9% | +78.5% | +61.8% |
| 5Y | -17.3% | -68.7% | +51.4% | +1.6% |
| All | -15.9% | -72.5% | +56.7% | +5.2% |
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