+48.3%
PCOR vs MTB
+95.2%
-46.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.2% |
| 7D | +22.7% | -1.3% | +24.1% | +23.8% |
| 30D | +37.5% | +0.5% | +36.9% | +37.2% |
| 3M | +35.2% | -12.4% | +47.6% | +45.5% |
| 6M | +42.2% | +1.5% | +40.7% | +39.3% |
| YTD | +3.6% | +10.3% | -6.7% | -5.4% |
| 1Y | -4.8% | +22.2% | -27.0% | -19.3% |
| 3Y | +48.3% | +96.9% | -48.6% | -10.5% |
| All | +48.3% | +95.2% | -46.9% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling