+38.5%
SPGI vs PCOR
-8.1%
+46.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | +14.3% | +37.4% | -23.2% | +6.1% |
| 3M | +14.5% | +33.2% | -18.7% | +6.8% |
| 6M | +17.3% | +60.6% | -43.3% | +4.3% |
| YTD | -4.6% | +6.2% | -10.8% | -8.2% |
| 1Y | +0.8% | -1.1% | +1.8% | -1.8% |
| 3Y | +28.8% | +48.4% | -19.6% | +11.3% |
| 5Y | +14.0% | -13.1% | +27.1% | +1.6% |
| All | +38.5% | -8.1% | +46.5% | +24.7% |
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