+1.1%
MELI vs PCOR
-43.2%
+44.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.5% | -1.2% |
| 7D | -1.9% | -6.9% | +5.0% | +1.3% |
| 30D | +5.8% | -1.5% | +7.3% | +6.0% |
| 3M | +19.5% | +18.5% | +1.0% | +8.8% |
| 6M | +7.7% | -4.7% | +12.4% | +6.3% |
| YTD | -4.4% | -22.8% | +18.4% | +3.5% |
| 1Y | -17.9% | -20.7% | +2.8% | -13.5% |
| 3Y | +34.9% | -14.6% | +49.4% | +19.7% |
| 5Y | +1.1% | -40.7% | +41.8% | -4.4% |
| All | +1.1% | -43.2% | +44.2% | -4.4% |
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