-36.2%
PCOR vs MTCH
-68.8%
+32.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.2% |
| 7D | -6.9% | -1.8% | -5.1% | -6.0% |
| 30D | -1.5% | +10.4% | -12.0% | -6.9% |
| 3M | +18.5% | +21.0% | -2.5% | +6.2% |
| 6M | -4.7% | +36.6% | -41.3% | -19.7% |
| YTD | -22.8% | +29.7% | -52.4% | -32.9% |
| 1Y | -20.7% | +8.6% | -29.3% | -24.6% |
| 3Y | -14.6% | -2.7% | -11.9% | -18.3% |
| 5Y | -40.7% | -72.9% | +32.2% | +18.6% |
| All | -36.2% | -68.8% | +32.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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