+162.7%
SPMO vs PCOR
-7.7%
+170.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | +1.8% | +2.5% | -0.7% | +1.5% |
| 30D | -10.0% | +37.9% | -47.9% | -14.2% |
| 3M | -9.4% | +32.0% | -41.3% | -13.4% |
| 6M | -7.7% | +54.7% | -62.4% | -14.3% |
| YTD | +13.3% | +6.6% | +6.8% | +11.1% |
| 1Y | +12.7% | -1.7% | +14.4% | +12.1% |
| 3Y | +127.5% | +49.0% | +78.5% | +106.6% |
| 5Y | +119.7% | -12.5% | +132.2% | +104.7% |
| All | +162.7% | -7.7% | +170.4% | +145.3% |
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