+13.2%
SPGI vs PCOR
-22.6%
+35.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +2.6% | +23.7% | -21.1% | -2.7% |
| 30D | +19.3% | +39.0% | -19.7% | +10.0% |
| 3M | +15.5% | +35.8% | -20.3% | +6.8% |
| 6M | +18.3% | +38.2% | -19.9% | +8.2% |
| YTD | -3.8% | +3.9% | -7.7% | -7.2% |
| 1Y | +1.3% | +5.7% | -4.3% | -2.8% |
| 3Y | +33.6% | +44.8% | -11.2% | +14.8% |
| 5Y | +13.2% | -19.8% | +33.0% | +4.8% |
| All | +13.2% | -22.6% | +35.8% | +4.8% |
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