+48.3%
PCOR vs MKC
-18.6%
+66.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.1% |
| 7D | +22.7% | +2.3% | +20.4% | +22.5% |
| 30D | +37.5% | +8.1% | +29.4% | +36.6% |
| 3M | +35.2% | -6.4% | +41.6% | +35.8% |
| 6M | +42.2% | +1.8% | +40.4% | +42.4% |
| YTD | +3.6% | -26.9% | +30.4% | +6.2% |
| 1Y | -4.8% | -21.7% | +17.0% | -3.7% |
| 3Y | +48.3% | -18.7% | +67.1% | +40.7% |
| All | +48.3% | -18.6% | +66.9% | +40.7% |
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