+20.7%
STM vs PCOR
-10.3%
+31.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | -10.7% | +22.7% | -33.5% | -16.9% |
| 30D | -25.7% | +37.5% | -63.2% | -33.4% |
| 3M | -21.6% | +35.2% | -56.8% | -30.1% |
| 6M | -27.8% | +42.2% | -70.0% | -37.8% |
| YTD | +61.8% | +3.6% | +58.2% | +53.1% |
| 1Y | +78.1% | -4.8% | +82.9% | +74.3% |
| 3Y | +4.9% | +48.3% | -43.4% | -16.7% |
| 5Y | -14.3% | -20.1% | +5.8% | -26.5% |
| All | +20.7% | -10.3% | +31.0% | +4.6% |
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