-11.9%
PCOR vs MTB
+61.2%
-73.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +2.5% | -2.0% | +4.5% | +3.4% |
| 30D | +37.9% | +0.1% | +37.8% | +37.9% |
| 3M | +32.0% | -12.1% | +44.1% | +39.1% |
| 6M | +54.7% | +7.3% | +47.4% | +49.1% |
| YTD | +6.6% | +11.5% | -5.0% | +0.1% |
| 1Y | -1.7% | +21.3% | -23.0% | -11.2% |
| 3Y | +49.0% | +104.1% | -55.2% | +11.6% |
| 5Y | -12.5% | +61.8% | -74.4% | -29.5% |
| All | -11.9% | +61.2% | -73.1% | -33.6% |
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 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