+48.3%
PCOR vs MKTX
-22.1%
+70.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +22.7% | +0.2% | +22.6% | +22.7% |
| 30D | +37.5% | +0.9% | +36.6% | +37.3% |
| 3M | +35.2% | +2.3% | +32.9% | +34.6% |
| 6M | +42.2% | +12.4% | +29.8% | +36.6% |
| YTD | +3.6% | -7.3% | +10.8% | +0.8% |
| 1Y | -4.8% | +1.8% | -6.6% | -7.6% |
| 3Y | +48.3% | -21.2% | +69.5% | +60.5% |
| All | +48.3% | -22.1% | +70.5% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling