+213.1%
MAR vs PCOR
-9.0%
+222.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +0.2% | +22.2% | -22.0% | -4.3% |
| 30D | +14.0% | +36.0% | -22.0% | +6.3% |
| 3M | +18.1% | +34.0% | -15.9% | +10.0% |
| 6M | +18.6% | +43.5% | -24.9% | +7.8% |
| YTD | +35.3% | +5.1% | +30.1% | +30.6% |
| 1Y | +44.5% | -3.9% | +48.4% | +42.6% |
| 3Y | +120.7% | +52.9% | +67.8% | +88.7% |
| 5Y | +164.1% | -18.7% | +182.7% | +131.8% |
| All | +213.1% | -9.0% | +222.1% | +175.9% |
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