+0.4%
STM vs PCOR
+44.3%
-43.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | 0.0% | -12.4% | -12.4% |
| 7D | -20.1% | +23.7% | -43.8% | -24.2% |
| 30D | -32.0% | +39.0% | -71.0% | -37.5% |
| 3M | -24.2% | +35.8% | -59.9% | -30.5% |
| 6M | -29.9% | +38.2% | -68.2% | -36.5% |
| YTD | +54.9% | +3.9% | +51.0% | +54.9% |
| 1Y | +68.0% | +5.7% | +62.3% | +65.6% |
| All | +0.4% | +44.3% | -43.9% | -20.0% |
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