+48.4%
PCOR vs MKC
-21.5%
+69.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +2.5% | -7.0% | +9.6% | +3.5% |
| 30D | +37.9% | +4.1% | +33.8% | +37.7% |
| 3M | +32.0% | -10.3% | +42.3% | +33.2% |
| 6M | +54.7% | +1.7% | +53.0% | +55.6% |
| YTD | +6.6% | -29.1% | +35.7% | +9.5% |
| 1Y | -1.7% | -26.0% | +24.3% | +0.2% |
| All | +48.4% | -21.5% | +69.9% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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