+2,126.5%
STRL vs PCOR
-30.9%
+2,157.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.3% | +10.0% | +6.4% |
| 7D | +3.4% | -9.0% | +12.4% | +4.9% |
| 30D | -9.2% | +4.2% | -13.4% | -10.1% |
| 3M | -51.0% | +14.4% | -65.5% | -52.4% |
| 6M | +15.8% | +0.2% | +15.6% | +12.4% |
| YTD | +58.9% | -20.3% | +79.1% | +62.8% |
| 1Y | +68.5% | -16.1% | +84.7% | +69.6% |
| 3Y | +485.2% | -14.7% | +499.9% | +475.6% |
| 5Y | +2,005.1% | -43.2% | +2,048.3% | +1,934.2% |
| All | +2,126.5% | -30.9% | +2,157.4% | +2,101.7% |
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 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