+148.5%
SPG vs PCOR
-10.3%
+158.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.9% | +22.7% | -17.8% | +0.6% |
| 30D | +15.6% | +37.5% | -21.9% | +8.4% |
| 3M | +4.1% | +35.2% | -31.1% | -2.5% |
| 6M | +13.6% | +42.2% | -28.7% | +4.5% |
| YTD | +27.5% | +3.6% | +24.0% | +24.0% |
| 1Y | +32.2% | -4.8% | +37.0% | +31.0% |
| 3Y | +126.0% | +48.3% | +77.7% | +96.0% |
| 5Y | +74.7% | -20.1% | +94.8% | +58.0% |
| All | +148.5% | -10.3% | +158.8% | +123.5% |
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 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