+504.0%
STRL vs PCOR
-14.4%
+518.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.3% | +10.0% | +6.2% |
| 7D | +3.4% | -9.0% | +12.4% | +4.4% |
| 30D | -9.2% | +4.2% | -13.4% | -9.9% |
| 3M | -51.0% | +14.4% | -65.5% | -51.6% |
| 6M | +15.8% | +0.2% | +15.6% | +13.6% |
| YTD | +58.9% | -20.3% | +79.1% | +68.7% |
| 1Y | +68.5% | -16.1% | +84.7% | +74.0% |
| All | +504.0% | -14.4% | +518.4% | +543.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling