+1,057.1%
STRL vs PCOR
-10.3%
+1,067.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.5% |
| 7D | -26.9% | +22.7% | -49.6% | -29.3% |
| 30D | -52.7% | +37.5% | -90.1% | -55.0% |
| 3M | -52.8% | +35.2% | -88.0% | -55.3% |
| 6M | -71.5% | +42.2% | -113.7% | -73.4% |
| YTD | -17.4% | +3.6% | -21.0% | -19.1% |
| 1Y | -35.0% | -4.8% | -30.2% | -34.5% |
| 3Y | +239.2% | +48.3% | +190.9% | +200.4% |
| 5Y | +830.2% | -20.1% | +850.2% | +759.4% |
| All | +1,057.1% | -10.3% | +1,067.4% | +994.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling