-3.7%
PCOR vs STLD
+56.0%
-59.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | +0.6% |
| 7D | +20.7% | -4.7% | +25.4% | +19.5% |
| 30D | +35.7% | -0.9% | +36.6% | +35.4% |
| 3M | +31.1% | -11.9% | +42.9% | +28.3% |
| 6M | +43.1% | +0.9% | +42.2% | +44.9% |
| YTD | +4.8% | +40.4% | -35.6% | +11.2% |
| 1Y | -3.7% | +56.6% | -60.2% | -2.3% |
| All | -3.7% | +56.0% | -59.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling