-12.2%
PCOR vs FWONK
+156.8%
-169.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | +2.2% | +2.7% | -0.6% | +0.6% |
| 30D | +37.4% | +17.7% | +19.8% | +25.4% |
| 3M | +33.2% | +5.6% | +27.6% | +28.9% |
| 6M | +60.6% | +20.7% | +39.9% | +43.9% |
| YTD | +6.2% | +11.1% | -4.9% | -0.9% |
| 1Y | -1.1% | +7.7% | -8.8% | -6.1% |
| 3Y | +48.4% | +61.3% | -12.9% | +8.0% |
| 5Y | -13.1% | +93.2% | -106.3% | -46.3% |
| All | -12.2% | +156.8% | -169.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling