+163.7%
SPOT vs PCOR
-10.3%
+174.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +1.6% | +22.7% | -21.1% | -6.8% |
| 30D | +17.6% | +37.5% | -19.9% | +3.1% |
| 3M | +26.9% | +35.2% | -8.3% | +11.3% |
| 6M | +41.8% | +42.2% | -0.4% | +20.1% |
| YTD | +3.8% | +3.6% | +0.3% | -1.6% |
| 1Y | -2.5% | -4.8% | +2.3% | -4.5% |
| 3Y | +260.6% | +48.3% | +212.2% | +161.3% |
| 5Y | +108.6% | -20.1% | +128.7% | +71.2% |
| All | +163.7% | -10.3% | +174.0% | +112.5% |
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