-20.1%
PCOR vs MKC
-32.7%
+12.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.2% |
| 7D | +22.7% | +2.3% | +20.4% | +22.4% |
| 30D | +37.5% | +8.1% | +29.4% | +36.1% |
| 3M | +35.2% | -6.4% | +41.6% | +36.3% |
| 6M | +42.2% | +1.8% | +40.4% | +42.1% |
| YTD | +3.6% | -26.9% | +30.4% | +7.6% |
| 1Y | -4.8% | -21.7% | +17.0% | -2.4% |
| 3Y | +48.3% | -18.7% | +67.1% | +49.3% |
| All | -20.1% | -32.7% | +12.6% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling