+149.4%
MS vs PCOR
-10.3%
+159.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | +22.7% | -24.3% | -6.0% |
| 30D | -3.8% | +37.5% | -41.2% | -10.5% |
| 3M | -14.6% | +35.2% | -49.8% | -20.7% |
| 6M | -5.1% | +42.2% | -47.3% | -13.6% |
| YTD | +4.5% | +3.6% | +1.0% | +1.5% |
| 1Y | +13.5% | -4.8% | +18.3% | +12.5% |
| 3Y | +160.4% | +48.3% | +112.1% | +128.7% |
| 5Y | +112.9% | -20.1% | +132.9% | +89.4% |
| All | +149.4% | -10.3% | +159.7% | +124.8% |
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