-13.1%
PCOR vs FTV
+30.0%
-43.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.8% |
| 7D | +22.2% | +0.4% | +21.8% | +21.9% |
| 30D | +36.0% | +17.2% | +18.8% | +18.5% |
| 3M | +34.0% | +8.9% | +25.1% | +24.0% |
| 6M | +43.5% | +11.3% | +32.2% | +28.6% |
| YTD | +5.1% | +21.9% | -16.8% | -14.7% |
| 1Y | -3.9% | +31.6% | -35.5% | -27.8% |
| 3Y | +52.9% | +38.1% | +14.9% | +8.0% |
| 5Y | -18.7% | +15.7% | -34.4% | -36.8% |
| All | -13.1% | +30.0% | -43.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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