+72.9%
MA vs PCOR
+44.3%
+28.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +3.2% | +23.7% | -20.5% | -0.2% |
| 30D | +15.9% | +39.0% | -23.1% | +10.3% |
| 3M | +15.2% | +35.8% | -20.6% | +9.6% |
| 6M | +32.4% | +38.2% | -5.9% | +24.8% |
| YTD | +15.6% | +3.9% | +11.7% | +12.7% |
| 1Y | +19.3% | +5.7% | +13.6% | +15.8% |
| All | +72.9% | +44.3% | +28.6% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling