+19.4%
MKSI vs PCOR
-7.6%
+27.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | +12.2% | +3.0% | +9.1% | +11.0% |
| 30D | -8.0% | +38.7% | -46.7% | -20.0% |
| 3M | -29.5% | +24.9% | -54.4% | -36.9% |
| 6M | -31.9% | +68.8% | -100.7% | -48.0% |
| YTD | +35.3% | +6.7% | +28.6% | +23.1% |
| 1Y | +50.3% | +3.0% | +47.3% | +39.2% |
| 3Y | +216.4% | +48.6% | +167.8% | +149.3% |
| 5Y | +34.4% | -12.7% | +47.1% | +11.0% |
| All | +19.4% | -7.6% | +27.0% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling