-12.5%
PCOR vs FWONK
+96.0%
-108.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +0.5% |
| 7D | +2.5% | +12.4% | -9.8% | -4.3% |
| 30D | +37.9% | +18.5% | +19.4% | +25.0% |
| 3M | +32.0% | +8.6% | +23.4% | +25.6% |
| 6M | +54.7% | +19.8% | +34.9% | +38.8% |
| YTD | +6.6% | +12.9% | -6.3% | -1.6% |
| 1Y | -1.7% | +9.0% | -10.7% | -7.4% |
| 3Y | +49.0% | +63.8% | -14.9% | +5.8% |
| 5Y | -12.5% | +95.1% | -107.7% | -51.2% |
| All | -12.5% | +96.0% | -108.5% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling