-9.3%
PCOR vs MDY
+34.6%
-43.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | +3.0% | +2.3% | +0.8% | -0.1% |
| 30D | +38.7% | +2.0% | +36.7% | +34.7% |
| 3M | +24.9% | -5.6% | +30.5% | +34.5% |
| 6M | +68.8% | +1.3% | +67.5% | +63.6% |
| YTD | +6.7% | +12.3% | -5.6% | -12.1% |
| 1Y | +3.0% | +15.8% | -12.8% | -18.9% |
| 3Y | +48.6% | +56.5% | -7.9% | -22.8% |
| All | -9.3% | +34.6% | -43.8% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling