-39.8%
PCOR vs FWONK
+94.7%
-134.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | -6.9% | -2.1% | -4.9% | -5.8% |
| 30D | -1.5% | -7.7% | +6.1% | +3.1% |
| 3M | +18.5% | +9.3% | +9.2% | +12.3% |
| 6M | -4.7% | +13.3% | -18.0% | -11.8% |
| YTD | -22.8% | -3.6% | -19.2% | -21.8% |
| 1Y | -20.7% | -6.8% | -14.0% | -18.2% |
| 3Y | -14.6% | +43.9% | -58.4% | -35.1% |
| All | -39.8% | +94.7% | -134.5% | -68.9% |
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