-46.4%
STRL vs PCOR
+27.5%
-73.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +19.7% | -41.1% | -4.9% |
| 7D | -27.1% | +21.8% | -48.9% | -10.4% |
| 30D | -45.8% | +39.5% | -85.3% | -25.7% |
| 3M | -47.6% | +35.2% | -82.9% | -28.5% |
| 6M | -46.4% | +21.7% | -68.2% | -37.4% |
| All | -46.4% | +27.5% | -73.9% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling