+9.2%
MRSH vs PCOR
+49.8%
-40.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -1.4% | +2.5% | -3.9% | -1.6% |
| 30D | +17.5% | +37.9% | -20.3% | +13.5% |
| 3M | +9.1% | +32.0% | -22.8% | +5.7% |
| 6M | +29.9% | +54.7% | -24.8% | +23.2% |
| YTD | +14.3% | +6.6% | +7.7% | +10.2% |
| 1Y | +16.6% | -1.7% | +18.3% | +12.9% |
| All | +9.2% | +49.8% | -40.6% | +11.8% |
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