-14.4%
PCOR vs FTV
+26.7%
-41.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +22.7% | +0.2% | +22.5% | +22.7% |
| 30D | +37.5% | +15.7% | +21.8% | +21.2% |
| 3M | +35.2% | +7.5% | +27.7% | +26.4% |
| 6M | +42.2% | +8.5% | +33.8% | +30.4% |
| YTD | +3.6% | +18.8% | -15.2% | -14.0% |
| 1Y | -4.8% | +28.5% | -33.3% | -27.0% |
| 3Y | +48.3% | +34.0% | +14.3% | +7.5% |
| 5Y | -20.1% | +12.6% | -32.7% | -36.5% |
| All | -14.4% | +26.7% | -41.1% | -34.3% |
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