+48.3%
PCOR vs STLA
-74.0%
+122.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +22.7% | -4.5% | +27.3% | +24.4% |
| 30D | +37.5% | -3.9% | +41.4% | +38.6% |
| 3M | +35.2% | -20.2% | +55.4% | +43.3% |
| 6M | +42.2% | -42.2% | +84.4% | +64.4% |
| YTD | +3.6% | -59.3% | +62.9% | +31.7% |
| 1Y | -4.8% | -56.1% | +51.3% | +16.8% |
| 3Y | +48.3% | -73.7% | +122.0% | +85.5% |
| All | +48.3% | -74.0% | +122.4% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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