-13.3%
PCOR vs MKTX
-60.3%
+47.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +20.7% | -0.4% | +21.1% | +20.9% |
| 30D | +35.7% | +0.3% | +35.4% | +35.5% |
| 3M | +31.1% | +2.1% | +29.0% | +30.1% |
| 6M | +43.1% | +13.1% | +30.1% | +35.3% |
| YTD | +4.8% | -7.6% | +12.4% | +6.5% |
| 1Y | -3.7% | -0.5% | -3.1% | -4.8% |
| 3Y | +46.5% | -22.7% | +69.2% | +47.8% |
| 5Y | -17.3% | -54.7% | +37.5% | +5.5% |
| All | -13.3% | -60.3% | +47.0% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling