+1,198.2%
STRL vs PCOR
-10.0%
+1,208.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +19.7% | -41.1% | -23.7% |
| 7D | -27.1% | +21.8% | -48.9% | -29.3% |
| 30D | -45.8% | +39.5% | -85.3% | -48.6% |
| 3M | -47.6% | +35.2% | -82.9% | -50.4% |
| 6M | -46.4% | +21.7% | -68.2% | -48.9% |
| YTD | -7.4% | +3.9% | -11.3% | -9.3% |
| 1Y | -25.9% | +6.9% | -32.8% | -28.2% |
| 3Y | +273.4% | +44.8% | +228.7% | +232.6% |
| 5Y | +944.4% | -21.9% | +966.3% | +865.7% |
| All | +1,198.2% | -10.0% | +1,208.2% | +1,127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling