-13.1%
PCOR vs MKC
-36.0%
+22.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | +2.2% | -7.3% | +9.4% | +3.4% |
| 30D | +37.4% | +4.0% | +33.5% | +37.0% |
| 3M | +33.2% | -11.5% | +44.7% | +35.4% |
| 6M | +60.6% | +1.1% | +59.5% | +61.0% |
| YTD | +6.2% | -29.9% | +36.1% | +11.1% |
| 1Y | -1.1% | -27.0% | +25.9% | +2.6% |
| 3Y | +48.4% | -22.3% | +70.7% | +50.4% |
| 5Y | -13.1% | -36.0% | +22.9% | +7.3% |
| All | -13.1% | -36.0% | +22.9% | +7.3% |
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