+167.9%
SPOT vs PCOR
-7.6%
+175.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +1.6% | +3.0% | -1.4% | +0.4% |
| 30D | +16.9% | +38.7% | -21.8% | +2.2% |
| 3M | +23.0% | +24.9% | -1.9% | +11.4% |
| 6M | +42.2% | +68.8% | -26.6% | +12.6% |
| YTD | +5.5% | +6.7% | -1.2% | -1.2% |
| 1Y | -5.1% | +3.0% | -8.1% | -10.0% |
| 3Y | +257.9% | +48.6% | +209.3% | +161.0% |
| 5Y | +118.4% | -12.7% | +131.0% | +75.4% |
| All | +167.9% | -7.6% | +175.5% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling