-14.6%
PCOR vs MTB
+109.6%
-124.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -9.0% | +1.7% | -10.7% | -9.7% |
| 30D | +4.2% | -4.2% | +8.4% | +6.2% |
| 3M | +14.4% | +8.9% | +5.6% | +8.8% |
| 6M | +0.2% | +10.9% | -10.7% | -6.3% |
| YTD | -20.3% | +21.5% | -41.7% | -29.7% |
| 1Y | -16.1% | +21.9% | -38.1% | -26.4% |
| All | -14.6% | +109.6% | -124.3% | -36.6% |
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