-34.1%
PCOR vs FTV
+10.3%
-44.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.4% |
| 7D | -9.0% | -4.5% | -4.5% | -5.2% |
| 30D | +4.2% | -7.1% | +11.2% | +11.0% |
| 3M | +14.4% | -7.2% | +21.6% | +20.8% |
| 6M | +0.2% | -1.5% | +1.7% | -0.7% |
| YTD | -20.3% | +3.5% | -23.7% | -25.1% |
| 1Y | -16.1% | +20.3% | -36.5% | -32.3% |
| 3Y | -14.7% | -3.1% | -11.6% | -15.8% |
| 5Y | -43.2% | +2.3% | -45.5% | -50.2% |
| All | -34.1% | +10.3% | -44.4% | -42.8% |
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 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