+150.7%
MS vs PCOR
-10.0%
+160.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -3.4% | +23.7% | -27.1% | -8.0% |
| 30D | -3.9% | +39.0% | -42.9% | -10.8% |
| 3M | -15.9% | +35.8% | -51.7% | -22.0% |
| 6M | -2.5% | +38.2% | -40.7% | -10.6% |
| YTD | +5.1% | +3.9% | +1.2% | +1.9% |
| 1Y | +13.0% | +5.7% | +7.3% | +8.8% |
| 3Y | +160.7% | +44.8% | +115.9% | +130.0% |
| 5Y | +114.0% | -19.8% | +133.8% | +90.3% |
| All | +150.7% | -10.0% | +160.7% | +125.8% |
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