+9.5%
SPGI vs PCOR
-43.0%
+52.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.6% |
| 7D | +0.1% | -9.0% | +9.1% | +2.3% |
| 30D | +8.4% | +4.2% | +4.2% | +7.3% |
| 3M | +11.8% | +14.4% | -2.6% | +7.8% |
| 6M | +5.7% | +0.2% | +5.5% | +4.1% |
| YTD | -9.7% | -20.3% | +10.6% | -6.9% |
| 1Y | -12.5% | -16.1% | +3.7% | -11.2% |
| 3Y | +21.8% | -14.7% | +36.5% | +18.7% |
| All | +9.5% | -43.0% | +52.5% | +7.0% |
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