+73.1%
SPYM vs PCOR
-11.9%
+85.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.6% | +3.0% | -0.5% | +2.0% |
| 30D | -2.0% | +38.7% | -40.7% | -8.0% |
| 3M | -2.8% | +24.9% | -27.6% | -7.3% |
| 6M | +2.2% | +68.8% | -66.6% | -8.7% |
| YTD | +11.5% | +6.7% | +4.8% | +8.2% |
| 1Y | +13.5% | +3.0% | +10.5% | +10.9% |
| 3Y | +78.0% | +48.6% | +29.4% | +55.5% |
| All | +73.1% | -11.9% | +85.0% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling