-13.3%
PCOR vs MDY
+47.7%
-61.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.2% |
| 7D | +20.7% | 0.0% | +20.7% | +20.5% |
| 30D | +35.7% | +1.0% | +34.7% | +33.6% |
| 3M | +31.1% | -4.1% | +35.2% | +38.0% |
| 6M | +43.1% | +0.6% | +42.5% | +40.3% |
| YTD | +4.8% | +12.9% | -8.1% | -13.7% |
| 1Y | -3.7% | +14.6% | -18.3% | -22.4% |
| 3Y | +46.5% | +57.1% | -10.5% | -22.1% |
| 5Y | -17.3% | +37.1% | -54.4% | -47.2% |
| All | -13.3% | +47.7% | -61.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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