+89.4%
STM vs PCOR
-4.3%
+93.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.9% |
| 7D | -5.6% | +22.2% | -27.8% | -2.8% |
| 30D | -14.4% | +36.0% | -50.5% | -11.0% |
| 3M | -20.5% | +34.0% | -54.5% | -17.1% |
| 6M | -24.5% | +43.5% | -68.0% | -19.1% |
| YTD | +72.7% | +5.1% | +67.6% | +103.7% |
| All | +89.4% | -4.3% | +93.7% | +137.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling