-25.9%
STRL vs PCOR
+4.0%
-29.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +19.7% | -41.1% | -10.0% |
| 7D | -27.1% | +21.8% | -48.9% | -15.7% |
| 30D | -45.8% | +39.5% | -85.3% | -32.7% |
| 3M | -47.6% | +35.2% | -82.9% | -35.1% |
| 6M | -46.4% | +21.7% | -68.2% | -33.8% |
| YTD | -7.4% | +3.9% | -11.3% | +15.1% |
| 1Y | -25.9% | +6.9% | -32.8% | -7.9% |
| All | -25.9% | +4.0% | -29.9% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling