-13.1%
PCOR vs MDY
+48.2%
-61.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | -2.7% |
| 7D | +22.2% | +0.7% | +21.5% | +20.9% |
| 30D | +36.0% | +1.3% | +34.7% | +33.4% |
| 3M | +34.0% | -4.1% | +38.1% | +41.0% |
| 6M | +43.5% | +1.0% | +42.5% | +40.0% |
| YTD | +5.1% | +13.3% | -8.2% | -13.9% |
| 1Y | -3.9% | +15.7% | -19.7% | -23.7% |
| 3Y | +52.9% | +59.6% | -6.6% | -20.4% |
| 5Y | -18.7% | +36.3% | -55.0% | -48.0% |
| All | -13.1% | +48.2% | -61.3% | -48.0% |
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