+153.4%
SPMO vs PCOR
-9.2%
+162.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.6% | +20.7% | -23.4% | -5.4% |
| 30D | -14.2% | +35.7% | -49.9% | -18.1% |
| 3M | -12.7% | +31.1% | -43.7% | -16.5% |
| 6M | -9.6% | +43.1% | -52.7% | -15.0% |
| YTD | +9.3% | +4.8% | +4.5% | +7.4% |
| 1Y | +8.2% | -3.7% | +11.9% | +8.0% |
| 3Y | +119.4% | +46.5% | +72.8% | +99.6% |
| 5Y | +112.5% | -17.3% | +129.7% | +99.2% |
| All | +153.4% | -9.2% | +162.6% | +137.1% |
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 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