+213.2%
MAR vs PCOR
-10.0%
+223.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.4% | +23.7% | -19.3% | -0.6% |
| 30D | +15.5% | +39.0% | -23.5% | +7.2% |
| 3M | +15.7% | +35.8% | -20.0% | +7.4% |
| 6M | +18.2% | +38.2% | -20.1% | +8.3% |
| YTD | +35.3% | +3.9% | +31.4% | +30.9% |
| 1Y | +48.6% | +5.7% | +43.0% | +42.8% |
| 3Y | +124.3% | +44.8% | +79.6% | +94.1% |
| 5Y | +159.7% | -19.8% | +179.5% | +128.5% |
| All | +213.2% | -10.0% | +223.2% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling