+11.5%
MELI vs PCOR
-9.0%
+20.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -8.6% | +22.2% | -30.8% | -16.8% |
| 30D | -18.9% | +36.0% | -54.9% | -29.6% |
| 3M | -15.8% | +34.0% | -49.8% | -27.0% |
| 6M | -6.1% | +43.5% | -49.6% | -22.1% |
| YTD | -23.9% | +5.1% | -29.0% | -28.9% |
| 1Y | -27.3% | -3.9% | -23.4% | -29.1% |
| 3Y | +14.3% | +52.9% | -38.7% | -23.3% |
| 5Y | -10.4% | -18.7% | +8.3% | -29.8% |
| All | +11.5% | -9.0% | +20.4% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling