+38.2%
PCOR vs STLD
-4.1%
+42.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | -1.7% |
| 7D | +23.7% | -12.5% | +36.2% | +20.4% |
| 30D | +39.0% | -6.8% | +45.8% | +36.6% |
| 3M | +35.8% | -16.4% | +52.1% | +32.0% |
| 6M | +38.2% | -6.1% | +44.4% | +40.2% |
| All | +38.2% | -4.1% | +42.3% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling