-41.4%
PCOR vs USFR
+20.4%
-61.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | +14.4% | +1.0% | +13.4% | +16.4% |
| 6M | +0.2% | +1.9% | -1.8% | +4.3% |
| YTD | -20.3% | +2.6% | -22.9% | -15.8% |
| 1Y | -16.1% | +4.0% | -20.1% | -9.2% |
| 3Y | -14.7% | +14.1% | -28.8% | +16.3% |
| All | -41.4% | +20.4% | -61.8% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling