+32.9%
MSCI vs PCOR
-30.9%
+63.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.0% |
| 7D | +0.4% | -9.0% | +9.4% | +3.1% |
| 30D | +0.6% | +4.2% | -3.6% | -0.9% |
| 3M | -7.1% | +14.4% | -21.5% | -11.3% |
| 6M | +0.8% | +0.2% | +0.7% | -1.1% |
| YTD | +1.0% | -20.3% | +21.2% | +5.3% |
| 1Y | +4.3% | -16.1% | +20.4% | +6.5% |
| 3Y | +9.9% | -14.7% | +24.7% | +5.6% |
| 5Y | -6.8% | -43.2% | +36.4% | -9.6% |
| All | +32.9% | -30.9% | +63.9% | +27.8% |
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 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