+192.2%
SPMO vs PCOR
-30.9%
+223.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.3% |
| 1Y | +28.7% | -16.1% | +44.8% | +30.2% |
| 3Y | +160.9% | -14.7% | +175.6% | +157.0% |
| 5Y | +147.9% | -43.2% | +191.1% | +143.6% |
| All | +192.2% | -30.9% | +223.1% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling