+148.8%
MAR vs PCOR
-35.6%
+184.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.5% | +1.6% |
| 7D | -0.5% | -9.0% | +8.5% | +1.5% |
| 30D | -4.7% | -7.0% | +2.3% | -3.4% |
| 3M | -15.6% | +18.3% | -33.9% | -19.4% |
| 6M | +1.2% | -7.8% | +9.0% | +1.0% |
| YTD | +7.5% | -25.6% | +33.1% | +12.4% |
| 1Y | +26.6% | -22.7% | +49.3% | +30.3% |
| 3Y | +66.0% | -17.7% | +83.6% | +63.0% |
| 5Y | +154.1% | -42.0% | +196.1% | +141.4% |
| All | +148.8% | -35.6% | +184.4% | +137.5% |
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