-14.1%
PCOR vs STLA
-66.7%
+52.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.6% |
| 7D | +23.7% | -5.5% | +29.2% | +26.2% |
| 30D | +39.0% | -3.7% | +42.7% | +40.3% |
| 3M | +35.8% | -21.1% | +56.9% | +46.4% |
| 6M | +38.2% | -38.3% | +76.6% | +61.2% |
| YTD | +3.9% | -59.2% | +63.2% | +38.5% |
| 1Y | +5.7% | -56.7% | +62.4% | +36.2% |
| 3Y | +44.8% | -74.3% | +119.1% | +121.8% |
| 5Y | -19.8% | -70.2% | +50.4% | +2.8% |
| All | -14.1% | -66.7% | +52.6% | +13.9% |
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