+48.6%
PCOR vs MTCH
+47.1%
+1.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +3.0% | +6.7% | -3.6% | -0.2% |
| 30D | +38.7% | -1.8% | +40.5% | +39.5% |
| 3M | +24.9% | +12.2% | +12.6% | +17.0% |
| 6M | +68.8% | +16.6% | +52.2% | +54.8% |
| YTD | +6.7% | +31.8% | -25.1% | -7.3% |
| 1Y | +3.0% | +30.8% | -27.8% | -10.2% |
| 3Y | +48.6% | +49.6% | -1.0% | +11.4% |
| All | +48.6% | +47.1% | +1.5% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling