+166.6%
MS vs PCOR
-10.0%
+176.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +19.7% | -15.4% | 0.0% |
| 7D | +2.6% | +21.8% | -19.2% | -1.9% |
| 30D | +2.6% | +39.5% | -36.9% | -4.8% |
| 3M | -10.1% | +35.2% | -45.3% | -16.5% |
| 6M | +4.4% | +21.7% | -17.4% | -1.6% |
| YTD | +11.7% | +3.9% | +7.8% | +8.4% |
| 1Y | +20.9% | +6.9% | +14.0% | +16.2% |
| 3Y | +177.1% | +44.8% | +132.4% | +144.6% |
| 5Y | +127.7% | -21.9% | +149.7% | +102.8% |
| All | +166.6% | -10.0% | +176.6% | +140.1% |
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