+22.7%
MRSH vs PCOR
-43.2%
+65.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -2.4% |
| 7D | -3.8% | -6.9% | +3.2% | -2.9% |
| 30D | -5.8% | -1.5% | -4.3% | -5.7% |
| 3M | +11.7% | +18.5% | -6.8% | +8.9% |
| 6M | -0.3% | -4.7% | +4.3% | -0.8% |
| YTD | -1.1% | -22.8% | +21.6% | +0.5% |
| 1Y | -9.5% | -20.7% | +11.3% | -8.5% |
| 3Y | -2.6% | -14.6% | +12.0% | -4.9% |
| 5Y | +22.7% | -40.7% | +63.5% | +20.2% |
| All | +22.7% | -43.2% | +65.9% | +20.2% |
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