-34.1%
PCOR vs STLA
-58.3%
+24.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.0% |
| 6M | +0.2% | -25.6% | +25.7% | +9.2% |
| YTD | -20.3% | -48.9% | +28.7% | -1.2% |
| 1Y | -16.1% | -38.8% | +22.6% | -5.6% |
| 3Y | -14.7% | -64.5% | +49.8% | +15.1% |
| 5Y | -43.2% | -62.4% | +19.3% | -32.7% |
| All | -34.1% | -58.3% | +24.2% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling