+7.6%
MSFT vs PCOR
-2.3%
+9.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | +22.7% | -21.1% | -5.8% |
| 30D | +0.2% | +37.5% | -37.3% | -11.0% |
| 3M | +6.4% | +35.2% | -28.8% | -5.6% |
| 6M | +28.7% | +42.2% | -13.5% | +10.5% |
| YTD | +10.4% | +3.6% | +6.9% | +3.8% |
| 1Y | +7.6% | -4.8% | +12.4% | +2.6% |
| All | +7.6% | -2.3% | +9.9% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling