+177.5%
MAR vs PCOR
-17.9%
+195.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.7% |
| 7D | +2.9% | +20.7% | -17.9% | -1.9% |
| 30D | +17.0% | +35.7% | -18.6% | +8.7% |
| 3M | +23.2% | +31.1% | -7.9% | +14.7% |
| 6M | +21.7% | +43.1% | -21.4% | +9.9% |
| YTD | +38.9% | +4.8% | +34.0% | +33.9% |
| 1Y | +48.7% | -3.7% | +52.3% | +46.6% |
| 3Y | +122.9% | +46.5% | +76.4% | +89.1% |
| 5Y | +177.5% | -17.3% | +194.8% | +159.2% |
| All | +177.5% | -17.9% | +195.4% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling