+84.2%
MA vs PCOR
-10.0%
+94.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +3.2% | +23.7% | -20.5% | -1.0% |
| 30D | +15.9% | +39.0% | -23.1% | +8.8% |
| 3M | +15.2% | +35.8% | -20.6% | +8.1% |
| 6M | +32.4% | +38.2% | -5.9% | +23.1% |
| YTD | +15.6% | +3.9% | +11.7% | +12.4% |
| 1Y | +19.3% | +5.7% | +13.6% | +15.4% |
| 3Y | +73.0% | +44.8% | +28.2% | +51.2% |
| 5Y | +93.7% | -19.8% | +113.5% | +73.8% |
| All | +84.2% | -10.0% | +94.2% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling