-38.5%
PCOR vs FWONK
+127.2%
-165.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.6% | -4.7% |
| 7D | -9.0% | -0.6% | -8.4% | -8.7% |
| 30D | -7.0% | -5.8% | -1.2% | -3.9% |
| 3M | +18.3% | +10.0% | +8.3% | +11.9% |
| 6M | -7.8% | +14.7% | -22.5% | -15.0% |
| YTD | -25.6% | -1.7% | -23.8% | -25.5% |
| 1Y | -22.7% | -4.6% | -18.1% | -21.4% |
| 3Y | -17.7% | +46.7% | -64.3% | -37.2% |
| 5Y | -42.0% | +99.4% | -141.4% | -63.4% |
| All | -38.5% | +127.2% | -165.7% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling