+85.7%
MA vs PCOR
-7.6%
+93.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +1.3% | +3.0% | -1.7% | +0.7% |
| 30D | +9.6% | +38.7% | -29.1% | +2.9% |
| 3M | +16.8% | +24.9% | -8.1% | +11.4% |
| 6M | +35.2% | +68.8% | -33.6% | +21.2% |
| YTD | +16.6% | +6.7% | +9.9% | +12.8% |
| 1Y | +19.8% | +3.0% | +16.8% | +16.6% |
| 3Y | +70.7% | +48.6% | +22.1% | +48.6% |
| 5Y | +87.4% | -12.7% | +100.1% | +66.6% |
| All | +85.7% | -7.6% | +93.3% | +63.8% |
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