-11.8%
PCOR vs MTB
+61.8%
-73.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +3.0% | +1.5% | +1.5% | +2.4% |
| 30D | +38.7% | +2.3% | +36.3% | +37.4% |
| 3M | +24.9% | -12.1% | +37.0% | +31.7% |
| 6M | +68.8% | +9.8% | +59.0% | +61.0% |
| YTD | +6.7% | +12.0% | -5.3% | +0.1% |
| 1Y | +3.0% | +22.0% | -19.0% | -7.2% |
| 3Y | +48.6% | +107.6% | -59.0% | +10.7% |
| 5Y | -12.7% | +61.9% | -74.5% | -29.7% |
| All | -11.8% | +61.8% | -73.6% | -33.7% |
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