+31.9%
STM vs PCOR
-10.0%
+41.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +19.7% | -25.7% | -11.8% |
| 7D | -6.0% | +21.8% | -27.9% | -12.3% |
| 30D | -20.9% | +39.5% | -60.5% | -29.5% |
| 3M | -15.8% | +35.2% | -51.0% | -24.9% |
| 6M | -17.0% | +21.7% | -38.8% | -24.8% |
| YTD | +76.8% | +3.9% | +72.9% | +67.1% |
| 1Y | +96.5% | +6.9% | +89.5% | +82.7% |
| 3Y | +14.0% | +44.8% | -30.8% | -8.6% |
| 5Y | -5.8% | -21.9% | +16.1% | -19.0% |
| All | +31.9% | -10.0% | +41.9% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling