+14.8%
SPYM vs PCOR
+4.0%
+10.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +19.7% | -18.0% | +0.8% |
| 7D | -0.7% | +21.8% | -22.6% | -1.7% |
| 30D | -1.1% | +39.5% | -40.6% | -2.6% |
| 3M | -0.3% | +35.2% | -35.6% | -1.8% |
| 6M | +7.3% | +21.7% | -14.4% | +6.5% |
| YTD | +13.4% | +3.9% | +9.5% | +13.7% |
| 1Y | +14.8% | +6.9% | +7.9% | +15.0% |
| All | +14.8% | +4.0% | +10.8% | +15.0% |
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