+103.1%
SPG vs PCOR
-43.0%
+146.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.1% |
| 7D | -2.4% | -9.0% | +6.6% | -0.6% |
| 30D | -6.8% | +4.2% | -11.0% | -7.8% |
| 3M | +2.7% | +14.4% | -11.7% | -0.8% |
| 6M | +5.5% | +0.2% | +5.3% | +3.6% |
| YTD | +15.7% | -20.3% | +36.0% | +19.1% |
| 1Y | +20.9% | -16.1% | +37.0% | +22.1% |
| 3Y | +112.4% | -14.7% | +127.1% | +106.0% |
| All | +103.1% | -43.0% | +146.1% | +97.1% |
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