+44.9%
MKSI vs PCOR
-36.7%
+81.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.6% |
| 7D | +4.9% | -12.2% | +17.1% | +10.2% |
| 30D | -11.0% | -9.4% | -1.6% | -8.2% |
| 3M | -17.1% | +22.2% | -39.3% | -26.4% |
| 6M | +16.4% | -7.3% | +23.8% | +13.6% |
| YTD | +64.3% | -26.8% | +91.1% | +76.3% |
| 1Y | +137.7% | -22.2% | +160.0% | +148.0% |
| 3Y | +189.1% | -19.1% | +208.2% | +191.7% |
| 5Y | +83.1% | -42.4% | +125.6% | +78.8% |
| All | +44.9% | -36.7% | +81.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling