+48.9%
PCOR vs STLD
+104.7%
-55.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | +1.9% |
| 7D | +23.7% | -12.5% | +36.2% | +27.8% |
| 30D | +39.0% | -6.8% | +45.8% | +40.9% |
| 3M | +35.8% | -16.4% | +52.1% | +41.5% |
| 6M | +38.2% | -6.1% | +44.4% | +37.1% |
| YTD | +3.9% | +32.0% | -28.0% | -12.9% |
| 1Y | +5.7% | +45.5% | -39.8% | -16.1% |
| All | +48.9% | +104.7% | -55.8% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling