+152.6%
MAR vs PCOR
-30.9%
+183.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.1% |
| 7D | -4.2% | -9.0% | +4.8% | -2.2% |
| 30D | -6.7% | +4.2% | -10.8% | -7.8% |
| 3M | -12.5% | +14.4% | -26.9% | -15.8% |
| 6M | +0.6% | +0.2% | +0.4% | -1.5% |
| YTD | +9.1% | -20.3% | +29.4% | +12.4% |
| 1Y | +26.2% | -16.1% | +42.3% | +27.5% |
| 3Y | +68.2% | -14.7% | +82.9% | +64.0% |
| 5Y | +163.9% | -43.2% | +207.1% | +147.9% |
| All | +152.6% | -30.9% | +183.5% | +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 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