-13.1%
PCOR vs MKTX
-60.2%
+47.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +22.2% | +0.1% | +22.1% | +22.1% |
| 30D | +36.0% | +0.7% | +35.4% | +35.7% |
| 3M | +34.0% | +2.4% | +31.6% | +32.8% |
| 6M | +43.5% | +13.5% | +30.0% | +35.5% |
| YTD | +5.1% | -7.2% | +12.4% | +6.7% |
| 1Y | -3.9% | +1.0% | -4.9% | -5.6% |
| 3Y | +52.9% | -23.7% | +76.7% | +55.5% |
| 5Y | -18.7% | -54.4% | +35.7% | +3.5% |
| All | -13.1% | -60.2% | +47.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling