+221.4%
MAR vs PCOR
-9.2%
+230.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.7% |
| 7D | +2.9% | +20.7% | -17.9% | -1.5% |
| 30D | +17.0% | +35.7% | -18.6% | +9.2% |
| 3M | +23.2% | +31.1% | -7.9% | +15.2% |
| 6M | +21.7% | +43.1% | -21.4% | +10.7% |
| YTD | +38.9% | +4.8% | +34.0% | +34.1% |
| 1Y | +48.7% | -3.7% | +52.3% | +46.6% |
| 3Y | +122.9% | +46.5% | +76.4% | +92.5% |
| 5Y | +177.5% | -17.3% | +194.8% | +143.5% |
| All | +221.4% | -9.2% | +230.6% | +183.4% |
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