+21.0%
STM vs PCOR
-43.0%
+64.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.1% | +3.3% |
| 7D | +5.8% | -9.0% | +14.8% | +9.1% |
| 30D | -1.0% | +4.2% | -5.2% | -2.9% |
| 3M | -33.3% | +14.4% | -47.7% | -37.2% |
| 6M | +57.4% | +0.2% | +57.2% | +51.1% |
| YTD | +102.2% | -20.3% | +122.4% | +111.2% |
| 1Y | +99.6% | -16.1% | +115.7% | +102.5% |
| 3Y | +14.5% | -14.7% | +29.2% | +10.1% |
| All | +21.0% | -43.0% | +64.0% | +19.4% |
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