+48.3%
PCOR vs MDY
+50.6%
-2.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -1.1% |
| 7D | +22.7% | -1.7% | +24.4% | +25.1% |
| 30D | +37.5% | -0.9% | +38.4% | +38.8% |
| 3M | +35.2% | -5.7% | +40.9% | +45.1% |
| 6M | +42.2% | -2.9% | +45.2% | +46.0% |
| YTD | +3.6% | +9.8% | -6.3% | -11.7% |
| 1Y | -4.8% | +13.5% | -18.2% | -22.7% |
| 3Y | +48.3% | +51.9% | -3.6% | -20.5% |
| All | +48.3% | +50.6% | -2.2% | -20.5% |
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