+3.0%
SSPC vs PCOR
+76.0%
-73.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.4% | -16.9% | -17.3% |
| 7D | -4.7% | +22.7% | -27.4% | -4.9% |
| 30D | +36.7% | +37.5% | -0.7% | +38.6% |
| 3M | -49.4% | +35.2% | -84.6% | -47.3% |
| All | +3.0% | +76.0% | -73.0% | +12.6% |
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 · Available span rolling