+153.9%
SPMO vs PCOR
-9.0%
+162.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.2% |
| 7D | -1.9% | +22.2% | -24.1% | -4.8% |
| 30D | -14.1% | +36.0% | -50.1% | -17.9% |
| 3M | -13.1% | +34.0% | -47.1% | -17.1% |
| 6M | -9.4% | +43.5% | -52.9% | -14.9% |
| YTD | +9.5% | +5.1% | +4.4% | +7.6% |
| 1Y | +10.5% | -3.9% | +14.5% | +10.4% |
| 3Y | +124.4% | +52.9% | +71.5% | +102.9% |
| 5Y | +110.5% | -18.7% | +129.2% | +97.7% |
| All | +153.9% | -9.0% | +162.9% | +137.4% |
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