+11.7%
SPGI vs PCOR
-19.6%
+31.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | +22.7% | -22.5% | -4.7% |
| 30D | +18.4% | +37.5% | -19.1% | +9.5% |
| 3M | +15.7% | +35.2% | -19.5% | +7.1% |
| 6M | +17.3% | +42.2% | -25.0% | +6.5% |
| YTD | -4.7% | +3.6% | -8.3% | -8.0% |
| 1Y | +1.8% | -4.8% | +6.6% | 0.0% |
| 3Y | +31.7% | +48.3% | -16.6% | +12.5% |
| All | +11.7% | -19.6% | +31.4% | +4.0% |
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