+217.6%
MAR vs PCOR
-7.6%
+225.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.6% | +3.0% | -1.4% | +1.0% |
| 30D | +13.8% | +38.7% | -24.9% | +5.7% |
| 3M | +20.3% | +24.9% | -4.6% | +13.9% |
| 6M | +21.3% | +68.8% | -47.5% | +6.3% |
| YTD | +37.2% | +6.7% | +30.5% | +32.0% |
| 1Y | +48.4% | +3.0% | +45.4% | +44.0% |
| 3Y | +120.1% | +48.6% | +71.5% | +89.6% |
| 5Y | +182.1% | -12.7% | +194.8% | +146.4% |
| All | +217.6% | -7.6% | +225.2% | +179.0% |
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