+89.6%
MA vs PCOR
-17.9%
+107.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +1.8% | +20.7% | -18.9% | -2.1% |
| 30D | +11.8% | +35.7% | -23.8% | +5.1% |
| 3M | +17.2% | +31.1% | -13.9% | +10.4% |
| 6M | +33.4% | +43.1% | -9.7% | +22.7% |
| YTD | +16.1% | +4.8% | +11.3% | +12.6% |
| 1Y | +19.9% | -3.7% | +23.6% | +18.2% |
| 3Y | +70.1% | +46.5% | +23.5% | +46.6% |
| 5Y | +89.6% | -17.3% | +106.9% | +78.4% |
| All | +89.6% | -17.9% | +107.6% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling