+153.4%
SPG vs PCOR
-7.6%
+161.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +2.0% | +3.0% | -1.0% | +1.4% |
| 30D | +17.2% | +38.7% | -21.4% | +9.8% |
| 3M | +6.3% | +24.9% | -18.5% | +1.2% |
| 6M | +18.7% | +68.8% | -50.1% | +5.5% |
| YTD | +30.1% | +6.7% | +23.4% | +25.8% |
| 1Y | +32.8% | +3.0% | +29.8% | +29.3% |
| 3Y | +133.6% | +48.6% | +85.0% | +102.9% |
| 5Y | +84.4% | -12.7% | +97.1% | +64.9% |
| All | +153.4% | -7.6% | +161.0% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling