-14.6%
PCOR vs MKC
-29.9%
+15.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.2% |
| 7D | -9.0% | -5.9% | -3.1% | -8.5% |
| 30D | +4.2% | -0.9% | +5.0% | +4.3% |
| 3M | +14.4% | +12.7% | +1.7% | +14.1% |
| 6M | +0.2% | -19.3% | +19.5% | +1.9% |
| YTD | -20.3% | -22.2% | +1.9% | -18.6% |
| 1Y | -16.1% | -23.3% | +7.2% | -14.1% |
| All | -14.6% | -29.9% | +15.2% | -9.0% |
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