-17.9%
STM vs PCOR
-22.6%
+4.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | 0.0% | -12.4% | -12.4% |
| 7D | -20.1% | +23.7% | -43.8% | -26.0% |
| 30D | -32.0% | +39.0% | -71.0% | -39.5% |
| 3M | -24.2% | +35.8% | -59.9% | -32.8% |
| 6M | -29.9% | +38.2% | -68.2% | -39.4% |
| YTD | +54.9% | +3.9% | +51.0% | +46.3% |
| 1Y | +68.0% | +5.7% | +62.3% | +56.7% |
| 3Y | -0.1% | +44.8% | -44.9% | -21.3% |
| 5Y | -17.9% | -19.8% | +1.9% | -30.9% |
| All | -17.9% | -22.6% | +4.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling