-17.3%
PCOR vs FTV
+16.7%
-33.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | +20.7% | +1.4% | +19.3% | +19.4% |
| 30D | +35.7% | +18.3% | +17.4% | +16.9% |
| 3M | +31.1% | +9.8% | +21.2% | +20.1% |
| 6M | +43.1% | +12.3% | +30.8% | +26.9% |
| YTD | +4.8% | +23.1% | -18.2% | -16.1% |
| 1Y | -3.7% | +32.5% | -36.2% | -28.6% |
| 3Y | +46.5% | +38.3% | +8.2% | +1.9% |
| 5Y | -17.3% | +16.8% | -34.1% | -33.4% |
| All | -17.3% | +16.7% | -33.9% | -33.4% |
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