-13.1%
PCOR vs MTB
+63.0%
-76.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.5% |
| 7D | +22.2% | -0.8% | +23.0% | +22.7% |
| 30D | +36.0% | +2.4% | +33.6% | +34.8% |
| 3M | +34.0% | -10.5% | +44.5% | +40.2% |
| 6M | +43.5% | +6.4% | +37.1% | +38.9% |
| YTD | +5.1% | +12.8% | -7.7% | -1.7% |
| 1Y | -3.9% | +23.3% | -27.2% | -13.8% |
| 3Y | +52.9% | +108.2% | -55.3% | +13.7% |
| 5Y | -18.7% | +68.6% | -87.2% | -35.1% |
| All | -13.1% | +63.0% | -76.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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