+145.1%
MS vs PCOR
-43.0%
+188.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.2% |
| 7D | +1.4% | -9.0% | +10.3% | +3.6% |
| 30D | -0.3% | +4.2% | -4.4% | -1.5% |
| 3M | +0.3% | +14.4% | -14.1% | -3.7% |
| 6M | +31.3% | +0.2% | +31.2% | +28.8% |
| YTD | +24.7% | -20.3% | +44.9% | +29.1% |
| 1Y | +47.9% | -16.1% | +64.0% | +50.2% |
| 3Y | +178.3% | -14.7% | +193.1% | +173.8% |
| All | +145.1% | -43.0% | +188.1% | +136.6% |
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