-14.6%
PCOR vs MDY
+48.1%
-62.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -9.0% | +0.1% | -9.1% | -9.1% |
| 30D | +4.2% | -1.5% | +5.7% | +6.0% |
| 3M | +14.4% | +0.8% | +13.7% | +12.7% |
| 6M | +0.2% | +7.4% | -7.2% | -10.2% |
| YTD | -20.3% | +15.2% | -35.4% | -35.3% |
| 1Y | -16.1% | +16.5% | -32.7% | -32.9% |
| All | -14.6% | +48.1% | -62.7% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling