-14.1%
PCOR vs STLD
+287.9%
-302.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | +2.4% |
| 7D | +23.7% | -12.5% | +36.2% | +28.6% |
| 30D | +39.0% | -6.8% | +45.8% | +41.4% |
| 3M | +35.8% | -16.4% | +52.1% | +42.2% |
| 6M | +38.2% | -6.1% | +44.4% | +37.6% |
| YTD | +3.9% | +32.0% | -28.0% | -11.1% |
| 1Y | +5.7% | +45.5% | -39.8% | -13.3% |
| 3Y | +44.8% | +106.5% | -61.7% | +1.7% |
| 5Y | -19.8% | +267.2% | -287.0% | -54.1% |
| All | -14.1% | +287.9% | -302.0% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling