-14.1%
PCOR vs FTV
+26.8%
-40.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +3.7% |
| 7D | +23.7% | -0.6% | +24.3% | +24.5% |
| 30D | +39.0% | +13.0% | +26.0% | +24.9% |
| 3M | +35.8% | +6.8% | +29.0% | +27.7% |
| 6M | +38.2% | +8.0% | +30.2% | +27.2% |
| YTD | +3.9% | +18.9% | -15.0% | -13.8% |
| 1Y | +5.7% | +30.8% | -25.1% | -20.3% |
| 3Y | +44.8% | +33.4% | +11.4% | +5.4% |
| 5Y | -19.8% | +12.7% | -32.5% | -36.3% |
| All | -14.1% | +26.8% | -40.9% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling