+15.7%
STM vs PCOR
-14.4%
+30.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.1% | +2.9% |
| 7D | +5.8% | -9.0% | +14.8% | +8.3% |
| 30D | -1.0% | +4.2% | -5.2% | -2.5% |
| 3M | -33.3% | +14.4% | -47.7% | -36.0% |
| 6M | +57.4% | +0.2% | +57.2% | +53.7% |
| YTD | +102.2% | -20.3% | +122.4% | +115.3% |
| 1Y | +99.6% | -16.1% | +115.7% | +106.3% |
| All | +15.7% | -14.4% | +30.1% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling