-14.1%
PCOR vs USFR
+21.3%
-35.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +23.7% | +0.1% | +23.6% | +23.9% |
| 30D | +39.0% | +0.4% | +38.6% | +40.0% |
| 3M | +35.8% | +1.1% | +34.7% | +38.3% |
| 6M | +38.2% | +2.0% | +36.2% | +43.2% |
| YTD | +3.9% | +3.4% | +0.5% | +10.8% |
| 1Y | +5.7% | +4.1% | +1.6% | +13.9% |
| 3Y | +44.8% | +14.4% | +30.3% | +91.7% |
| 5Y | -19.8% | +21.3% | -41.1% | +25.4% |
| All | -14.1% | +21.3% | -35.4% | +35.2% |
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 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