+73.5%
MSFT vs PCOR
-43.0%
+116.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.2% | -0.8% |
| 7D | -2.7% | -9.0% | +6.3% | -0.1% |
| 30D | +2.7% | +4.2% | -1.5% | +1.3% |
| 3M | +17.0% | +14.4% | +2.5% | +12.2% |
| 6M | +23.8% | +0.2% | +23.6% | +22.0% |
| YTD | +4.0% | -20.3% | +24.2% | +8.3% |
| 1Y | -0.8% | -16.1% | +15.3% | +1.1% |
| 3Y | +55.6% | -14.7% | +70.3% | +50.6% |
| All | +73.5% | -43.0% | +116.5% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling