-13.1%
PCOR vs MTCH
-70.0%
+56.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +22.2% | -6.6% | +28.8% | +26.6% |
| 30D | +36.0% | -4.4% | +40.4% | +39.0% |
| 3M | +34.0% | +6.0% | +28.0% | +28.9% |
| 6M | +43.5% | +7.4% | +36.1% | +36.7% |
| YTD | +5.1% | +24.5% | -19.4% | -7.1% |
| 1Y | -3.9% | +22.3% | -26.2% | -14.3% |
| 3Y | +52.9% | +42.4% | +10.5% | +18.2% |
| 5Y | -18.7% | -73.6% | +54.9% | +63.6% |
| All | -13.1% | -70.0% | +56.9% | +60.5% |
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