+193.6%
SPMO vs PCOR
-33.1%
+226.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.0% |
| 7D | +3.4% | -6.9% | +10.3% | +4.4% |
| 30D | +0.5% | -1.5% | +2.1% | +0.5% |
| 3M | +1.9% | +18.5% | -16.6% | -1.2% |
| 6M | +27.8% | -4.7% | +32.5% | +27.3% |
| YTD | +26.7% | -22.8% | +49.4% | +30.5% |
| 1Y | +28.9% | -20.7% | +49.6% | +31.6% |
| 3Y | +160.7% | -14.6% | +175.2% | +156.6% |
| 5Y | +150.2% | -40.7% | +190.9% | +146.1% |
| All | +193.6% | -33.1% | +226.7% | +188.1% |
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