-20.1%
PCOR vs MTB
+63.3%
-83.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.1% |
| 7D | +22.7% | -1.3% | +24.1% | +23.6% |
| 30D | +37.5% | +0.5% | +36.9% | +37.3% |
| 3M | +35.2% | -12.4% | +47.6% | +43.2% |
| 6M | +42.2% | +1.5% | +40.7% | +40.3% |
| YTD | +3.6% | +10.3% | -6.7% | -2.6% |
| 1Y | -4.8% | +22.2% | -27.0% | -14.9% |
| 3Y | +48.3% | +96.9% | -48.6% | +10.4% |
| All | -20.1% | +63.3% | -83.4% | -36.9% |
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