-17.3%
PCOR vs MTB
+65.9%
-83.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +20.7% | -0.7% | +21.4% | +21.2% |
| 30D | +35.7% | +1.4% | +34.2% | +34.9% |
| 3M | +31.1% | -11.6% | +42.6% | +38.2% |
| 6M | +43.1% | +5.4% | +37.7% | +38.8% |
| YTD | +4.8% | +11.7% | -6.9% | -2.0% |
| 1Y | -3.7% | +20.5% | -24.2% | -13.3% |
| 3Y | +46.5% | +104.5% | -58.0% | +7.4% |
| 5Y | -17.3% | +65.1% | -82.4% | -35.2% |
| All | -17.3% | +65.9% | -83.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling