+114.4%
SPMO vs PCOR
-11.9%
+126.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +6.3% | +3.0% | +3.3% | +5.9% |
| 30D | -8.9% | +38.7% | -47.5% | -13.3% |
| 3M | -13.2% | +24.9% | -38.1% | -16.4% |
| 6M | -9.3% | +68.8% | -78.0% | -17.1% |
| YTD | +11.6% | +6.7% | +4.8% | +9.4% |
| 1Y | +13.4% | +3.0% | +10.4% | +12.0% |
| 3Y | +122.9% | +48.6% | +74.3% | +101.7% |
| All | +114.4% | -11.9% | +126.2% | +101.6% |
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