-14.1%
PCOR vs MTB
+60.9%
-75.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | +23.7% | -1.9% | +25.6% | +24.8% |
| 30D | +39.0% | +0.5% | +38.5% | +38.8% |
| 3M | +35.8% | -12.2% | +48.0% | +43.2% |
| 6M | +38.2% | +3.4% | +34.9% | +35.4% |
| YTD | +3.9% | +11.3% | -7.4% | -2.3% |
| 1Y | +5.7% | +23.3% | -17.6% | -5.3% |
| 3Y | +44.8% | +96.8% | -52.0% | +9.8% |
| 5Y | -19.8% | +65.8% | -85.6% | -35.6% |
| All | -14.1% | +60.9% | -75.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling