+124.7%
MSFT vs PCOR
-10.3%
+135.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | +22.7% | -21.1% | -4.1% |
| 30D | +0.2% | +37.5% | -37.3% | -8.5% |
| 3M | +6.4% | +35.2% | -28.8% | -2.8% |
| 6M | +28.7% | +42.2% | -13.5% | +15.6% |
| YTD | +10.4% | +3.6% | +6.9% | +6.3% |
| 1Y | +7.6% | -4.8% | +12.4% | +5.7% |
| 3Y | +52.3% | +48.3% | +4.0% | +27.0% |
| 5Y | +64.5% | -20.1% | +84.6% | +43.7% |
| All | +124.7% | -10.3% | +135.1% | +96.3% |
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 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