+24.5%
SSPC vs PCOR
+76.6%
-52.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | 0.0% | +18.3% | +18.3% |
| 7D | +29.9% | +23.7% | +6.2% | +29.6% |
| 30D | +73.6% | +39.0% | +34.6% | +76.1% |
| 3M | -46.3% | +35.8% | -82.1% | -44.1% |
| All | +24.5% | +76.6% | -52.1% | +36.1% |
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 · Available span rolling