+197.4%
MS vs PCOR
-30.9%
+228.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.2% |
| 7D | +1.4% | -9.0% | +10.3% | +3.5% |
| 30D | -0.3% | +4.2% | -4.4% | -1.4% |
| 3M | +0.3% | +14.4% | -14.1% | -3.5% |
| 6M | +31.3% | +0.2% | +31.2% | +28.9% |
| YTD | +24.7% | -20.3% | +44.9% | +28.8% |
| 1Y | +47.9% | -16.1% | +64.0% | +50.1% |
| 3Y | +178.3% | -14.7% | +193.1% | +174.4% |
| 5Y | +144.9% | -43.2% | +188.0% | +130.2% |
| All | +197.4% | -30.9% | +228.4% | +185.3% |
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