-17.3%
PCOR vs USFR
+21.4%
-38.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | +20.7% | +0.1% | +20.6% | +20.9% |
| 30D | +35.7% | +0.4% | +35.3% | +36.8% |
| 3M | +31.1% | +1.1% | +30.0% | +33.7% |
| 6M | +43.1% | +2.1% | +41.1% | +48.5% |
| YTD | +4.8% | +3.4% | +1.4% | +12.2% |
| 1Y | -3.7% | +4.1% | -7.8% | +4.2% |
| 3Y | +46.5% | +14.4% | +32.1% | +97.8% |
| 5Y | -17.3% | +21.4% | -38.7% | +34.2% |
| All | -17.3% | +21.4% | -38.7% | +34.2% |
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