+48.7%
MSCI vs PCOR
-10.3%
+59.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +2.8% | +22.7% | -19.9% | -3.5% |
| 30D | +15.4% | +37.5% | -22.0% | +4.8% |
| 3M | +13.4% | +35.2% | -21.8% | +3.0% |
| 6M | +10.9% | +42.2% | -31.3% | -1.6% |
| YTD | +13.0% | +3.6% | +9.4% | +8.5% |
| 1Y | +12.0% | -4.8% | +16.8% | +10.2% |
| 3Y | +34.1% | +48.3% | -14.2% | +8.1% |
| 5Y | +3.9% | -20.1% | +24.0% | -7.8% |
| All | +48.7% | -10.3% | +59.0% | +31.7% |
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