+124.5%
MAR vs PCOR
+44.3%
+80.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.4% | +23.7% | -19.3% | 0.0% |
| 30D | +15.5% | +39.0% | -23.5% | +8.2% |
| 3M | +15.7% | +35.8% | -20.0% | +8.4% |
| 6M | +18.2% | +38.2% | -20.1% | +9.6% |
| YTD | +35.3% | +3.9% | +31.4% | +33.5% |
| 1Y | +48.6% | +5.7% | +43.0% | +45.4% |
| All | +124.5% | +44.3% | +80.2% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling