-4.8%
PCOR vs MTB
+22.0%
-26.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | +22.7% | -1.3% | +24.1% | +22.9% |
| 30D | +37.5% | +0.5% | +36.9% | +37.5% |
| 3M | +35.2% | -12.4% | +47.6% | +35.4% |
| 6M | +42.2% | +1.5% | +40.7% | +40.8% |
| YTD | +3.6% | +10.3% | -6.7% | -1.2% |
| 1Y | -4.8% | +22.2% | -27.0% | -16.4% |
| All | -4.8% | +22.0% | -26.7% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling