+799.0%
STRL vs PCOR
-22.6%
+821.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | 0.0% | -13.9% | -13.9% |
| 7D | -34.6% | +23.7% | -58.3% | -36.9% |
| 30D | -56.7% | +39.0% | -95.6% | -59.0% |
| 3M | -54.4% | +35.8% | -90.2% | -57.0% |
| 6M | -69.7% | +38.2% | -107.9% | -71.6% |
| YTD | -20.2% | +3.9% | -24.1% | -21.8% |
| 1Y | -40.6% | +5.7% | -46.2% | -42.3% |
| 3Y | +221.7% | +44.8% | +176.9% | +183.0% |
| 5Y | +799.0% | -19.8% | +818.7% | +768.4% |
| All | +799.0% | -22.6% | +821.6% | +768.4% |
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