+50.8%
STM vs PCOR
-30.9%
+81.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.1% | +3.3% |
| 7D | +5.8% | -9.0% | +14.8% | +8.9% |
| 30D | -1.0% | +4.2% | -5.2% | -2.8% |
| 3M | -33.3% | +14.4% | -47.7% | -37.1% |
| 6M | +57.4% | +0.2% | +57.2% | +51.4% |
| YTD | +102.2% | -20.3% | +122.4% | +110.7% |
| 1Y | +99.6% | -16.1% | +115.7% | +102.4% |
| 3Y | +14.5% | -14.7% | +29.2% | +10.6% |
| 5Y | +21.4% | -43.2% | +64.5% | +14.6% |
| All | +50.8% | -30.9% | +81.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling