+148.9%
SPMO vs PCOR
-41.3%
+190.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.8% | +2.2% |
| 7D | +2.0% | -9.0% | +11.0% | +3.4% |
| 30D | -0.4% | +4.2% | -4.5% | -1.2% |
| 3M | -1.9% | +14.4% | -16.3% | -4.3% |
| 6M | +25.0% | +0.2% | +24.9% | +23.6% |
| YTD | +26.0% | -20.3% | +46.3% | +29.4% |
| 1Y | +28.7% | -16.1% | +44.8% | +30.3% |
| 3Y | +160.9% | -14.7% | +175.6% | +156.8% |
| All | +148.9% | -41.3% | +190.3% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling