-14.1%
PCOR vs STLD
+319.8%
-333.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -3.0% | +22.7% | +20.6% |
| 7D | +21.8% | -3.9% | +25.8% | +23.1% |
| 30D | +39.5% | -0.4% | +39.9% | +39.2% |
| 3M | +35.2% | -9.2% | +44.4% | +38.2% |
| 6M | +21.7% | +5.0% | +16.8% | +16.8% |
| YTD | +3.9% | +42.8% | -38.9% | -13.1% |
| 1Y | +6.9% | +60.1% | -53.1% | -14.9% |
| 3Y | +44.8% | +123.5% | -78.7% | -0.6% |
| 5Y | -21.9% | +302.0% | -324.0% | -56.5% |
| All | -14.1% | +319.8% | -333.9% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling