-41.4%
PCOR vs FTV
+2.3%
-43.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.4% |
| 7D | -9.0% | -4.5% | -4.5% | -5.1% |
| 30D | +4.2% | -7.1% | +11.2% | +11.1% |
| 3M | +14.4% | -7.2% | +21.6% | +20.9% |
| 6M | +0.2% | -1.5% | +1.7% | -0.8% |
| YTD | -20.3% | +3.5% | -23.7% | -25.2% |
| 1Y | -16.1% | +20.3% | -36.5% | -32.7% |
| 3Y | -14.7% | -3.1% | -11.6% | -15.9% |
| All | -41.4% | +2.3% | -43.7% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling