-34.1%
PCOR vs MDY
+50.7%
-84.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3M | +14.4% | +0.8% | +13.7% | +12.5% |
| 6M | +0.2% | +7.4% | -7.2% | -10.9% |
| YTD | -20.3% | +15.2% | -35.4% | -35.8% |
| 1Y | -16.1% | +16.5% | -32.7% | -33.5% |
| 3Y | -14.7% | +46.8% | -61.5% | -50.0% |
| 5Y | -43.2% | +46.0% | -89.2% | -65.9% |
| All | -34.1% | +50.7% | -84.8% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling