+83.3%
MA vs PCOR
-10.3%
+93.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.3% | +22.7% | -20.4% | -1.7% |
| 30D | +14.7% | +37.5% | -22.8% | +7.8% |
| 3M | +13.5% | +35.2% | -21.7% | +6.6% |
| 6M | +33.1% | +42.2% | -9.1% | +23.1% |
| YTD | +15.1% | +3.6% | +11.5% | +11.9% |
| 1Y | +18.7% | -4.8% | +23.5% | +17.3% |
| 3Y | +72.1% | +48.3% | +23.7% | +49.6% |
| 5Y | +92.8% | -20.1% | +112.9% | +73.1% |
| All | +83.3% | -10.3% | +93.7% | +62.6% |
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