-11.9%
PCOR vs USFR
+21.3%
-33.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | +0.1% | +2.5% | +2.7% |
| 30D | +37.9% | +0.4% | +37.5% | +38.9% |
| 3M | +32.0% | +1.1% | +30.9% | +34.5% |
| 6M | +54.7% | +2.1% | +52.7% | +60.3% |
| YTD | +6.6% | +3.4% | +3.1% | +13.7% |
| 1Y | -1.7% | +4.1% | -5.8% | +6.0% |
| 3Y | +49.0% | +14.4% | +34.6% | +97.1% |
| 5Y | -12.5% | +21.4% | -34.0% | +36.8% |
| All | -11.9% | +21.3% | -33.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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