-13.3%
PCOR vs STLD
+312.8%
-326.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | -1.4% |
| 7D | +20.7% | -4.7% | +25.4% | +22.1% |
| 30D | +35.7% | -0.9% | +36.6% | +35.4% |
| 3M | +31.1% | -11.9% | +42.9% | +35.0% |
| 6M | +43.1% | +0.9% | +42.2% | +39.3% |
| YTD | +4.8% | +40.4% | -35.6% | -12.0% |
| 1Y | -3.7% | +56.6% | -60.2% | -22.8% |
| 3Y | +46.5% | +125.5% | -78.9% | +0.1% |
| 5Y | -17.3% | +292.8% | -310.1% | -53.6% |
| All | -13.3% | +312.8% | -326.1% | -52.3% |
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