+88.6%
MKSI vs PCOR
-43.2%
+131.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.1% | +3.3% |
| 7D | +7.7% | -6.9% | +14.7% | +10.8% |
| 30D | -12.9% | -1.5% | -11.3% | -13.2% |
| 3M | -14.8% | +18.5% | -33.3% | -23.5% |
| 6M | +26.6% | -4.7% | +31.3% | +22.2% |
| YTD | +66.6% | -22.8% | +89.4% | +75.4% |
| 1Y | +144.6% | -20.7% | +165.3% | +154.5% |
| 3Y | +193.1% | -14.6% | +207.7% | +188.4% |
| 5Y | +88.6% | -40.7% | +129.3% | +81.6% |
| All | +88.6% | -43.2% | +131.8% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling