-34.1%
PCOR vs MTB
+75.5%
-109.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -9.0% | +1.7% | -10.7% | -9.6% |
| 30D | +4.2% | -4.2% | +8.4% | +5.9% |
| 3M | +14.4% | +8.9% | +5.6% | +9.9% |
| 6M | +0.2% | +10.9% | -10.7% | -5.1% |
| YTD | -20.3% | +21.5% | -41.7% | -27.7% |
| 1Y | -16.1% | +21.9% | -38.1% | -24.2% |
| 3Y | -14.7% | +109.2% | -124.0% | -37.2% |
| 5Y | -43.2% | +102.0% | -145.1% | -56.9% |
| All | -34.1% | +75.5% | -109.6% | -52.1% |
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