+240.5%
SPOT vs PCOR
-14.4%
+254.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.1% |
| 7D | -0.9% | -9.0% | +8.0% | +1.4% |
| 30D | +12.5% | +4.2% | +8.3% | +11.0% |
| 3M | +9.9% | +14.4% | -4.5% | +5.3% |
| 6M | +1.6% | +0.2% | +1.4% | -0.3% |
| YTD | -6.6% | -20.3% | +13.7% | -3.8% |
| 1Y | -22.9% | -16.1% | -6.8% | -22.2% |
| All | +240.5% | -14.4% | +254.9% | +246.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling