-14.4%
PCOR vs USFR
+21.3%
-35.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.3% |
| 7D | +22.7% | +0.1% | +22.6% | +23.0% |
| 30D | +37.5% | +0.4% | +37.1% | +38.5% |
| 3M | +35.2% | +1.1% | +34.1% | +37.7% |
| 6M | +42.2% | +2.1% | +40.2% | +47.4% |
| YTD | +3.6% | +3.4% | +0.2% | +10.4% |
| 1Y | -4.8% | +4.1% | -8.9% | +2.7% |
| 3Y | +48.3% | +14.4% | +33.9% | +96.4% |
| 5Y | -20.1% | +21.3% | -41.4% | +25.0% |
| All | -14.4% | +21.3% | -35.7% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling