-0.3%
SPOT vs PCOR
+4.0%
-4.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +19.7% | -15.1% | -0.7% |
| 7D | +16.6% | +21.8% | -5.3% | +10.1% |
| 30D | +29.9% | +39.5% | -9.6% | +18.3% |
| 3M | +31.3% | +35.2% | -4.0% | +19.8% |
| 6M | +43.2% | +21.7% | +21.5% | +33.0% |
| YTD | +8.1% | +3.9% | +4.2% | -3.4% |
| 1Y | -0.3% | +6.9% | -7.3% | -11.0% |
| All | -0.3% | +4.0% | -4.4% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling