+161.4%
SPMO vs PCOR
-12.2%
+173.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.8% | +2.1% |
| 7D | +2.0% | -9.0% | +11.0% | +3.3% |
| 30D | -0.4% | +4.2% | -4.5% | -1.1% |
| 3M | -1.9% | +14.4% | -16.3% | -3.8% |
| 6M | +25.0% | +0.2% | +24.9% | +24.3% |
| YTD | +26.0% | -20.3% | +46.3% | +31.3% |
| 1Y | +28.7% | -16.1% | +44.8% | +31.8% |
| All | +161.4% | -12.2% | +173.6% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling