+78.0%
SPG vs PCOR
-19.6%
+97.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.9% | +22.7% | -17.8% | +0.4% |
| 30D | +15.6% | +37.5% | -21.9% | +8.1% |
| 3M | +4.1% | +35.2% | -31.1% | -2.8% |
| 6M | +13.6% | +42.2% | -28.7% | +4.1% |
| YTD | +27.5% | +3.6% | +24.0% | +24.0% |
| 1Y | +32.2% | -4.8% | +37.0% | +31.1% |
| 3Y | +126.0% | +48.3% | +77.7% | +93.8% |
| All | +78.0% | -19.6% | +97.6% | +64.5% |
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 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