-38.5%
PCOR vs MKTX
-60.8%
+22.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | -7.0% | +1.0% | -7.9% | -7.3% |
| 3M | +18.3% | +40.8% | -22.5% | +3.1% |
| 6M | -7.8% | -10.9% | +3.1% | -4.9% |
| YTD | -25.6% | -8.6% | -17.0% | -24.1% |
| 1Y | -22.7% | -11.6% | -11.1% | -20.4% |
| 3Y | -17.7% | -24.5% | +6.9% | -16.7% |
| 5Y | -42.0% | -60.7% | +18.7% | -23.4% |
| All | -38.5% | -60.8% | +22.3% | -17.9% |
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