+15.2%
MS vs PCOR
-3.5%
+18.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.8% | +20.7% | -19.9% | -0.7% |
| 30D | -0.7% | +35.7% | -36.4% | -2.8% |
| 3M | -12.4% | +31.1% | -43.4% | -14.0% |
| 6M | -1.7% | +43.1% | -44.9% | -2.9% |
| YTD | +8.0% | +4.8% | +3.2% | +14.1% |
| All | +15.2% | -3.5% | +18.7% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling