-41.4%
PCOR vs STLA
-62.4%
+21.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.7% |
| 7D | -9.0% | +2.6% | -11.5% | -9.8% |
| 30D | +4.2% | -1.2% | +5.4% | +4.5% |
| 3M | +14.4% | -24.8% | +39.2% | +26.3% |
| 6M | +0.2% | -25.6% | +25.7% | +9.4% |
| YTD | -20.3% | -48.9% | +28.7% | -0.6% |
| 1Y | -16.1% | -38.8% | +22.6% | -5.4% |
| 3Y | -14.7% | -64.5% | +49.8% | +16.1% |
| All | -41.4% | -62.4% | +21.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling