-41.4%
PCOR vs STLD
+292.4%
-333.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -3.7% |
| 7D | -9.0% | +3.1% | -12.1% | -10.0% |
| 30D | +4.2% | -9.0% | +13.2% | +7.1% |
| 3M | +14.4% | -12.4% | +26.8% | +18.6% |
| 6M | +0.2% | +25.5% | -25.3% | -10.3% |
| YTD | -20.3% | +43.6% | -63.9% | -33.5% |
| 1Y | -16.1% | +87.2% | -103.3% | -37.9% |
| 3Y | -14.7% | +135.2% | -149.9% | -43.4% |
| All | -41.4% | +292.4% | -333.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling