-2.2%
SPOT vs PCOR
-4.3%
+2.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +2.5% | +22.2% | -19.7% | -3.5% |
| 30D | +15.1% | +36.0% | -20.9% | +5.1% |
| 3M | +24.8% | +34.0% | -9.2% | +13.7% |
| 6M | +45.8% | +43.5% | +2.3% | +28.5% |
| YTD | +4.9% | +5.1% | -0.2% | -6.1% |
| All | -2.2% | -4.3% | +2.1% | -11.7% |
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