-34.1%
PCOR vs MTCH
-68.2%
+34.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -2.9% | -3.5% |
| 7D | -9.0% | +0.7% | -9.6% | -9.4% |
| 30D | +4.2% | +9.7% | -5.6% | -1.2% |
| 3M | +14.4% | +21.1% | -6.7% | +2.5% |
| 6M | +0.2% | +37.5% | -37.3% | -15.9% |
| YTD | -20.3% | +31.9% | -52.2% | -31.3% |
| 1Y | -16.1% | +14.6% | -30.7% | -22.4% |
| 3Y | -14.7% | -6.2% | -8.6% | -16.7% |
| 5Y | -43.2% | -70.6% | +27.4% | +9.2% |
| All | -34.1% | -68.2% | +34.2% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling