-14.6%
PCOR vs USFR
+14.1%
-28.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.2% |
| 7D | -9.0% | +0.1% | -9.0% | -8.9% |
| 30D | +4.2% | +0.3% | +3.9% | +4.5% |
| 3M | +14.4% | +1.0% | +13.4% | +15.8% |
| 6M | +0.2% | +1.9% | -1.8% | +4.0% |
| YTD | -20.3% | +2.6% | -22.9% | -16.0% |
| 1Y | -16.1% | +4.0% | -20.1% | -9.6% |
| All | -14.6% | +14.1% | -28.7% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling