+52.0%
STT vs PCOR
+4.0%
+48.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +19.7% | -17.5% | +1.1% |
| 7D | -0.1% | +21.8% | -21.9% | -1.2% |
| 30D | -1.7% | +39.5% | -41.2% | -3.4% |
| 3M | -6.4% | +35.2% | -41.6% | -8.0% |
| 6M | +17.7% | +21.7% | -4.1% | +17.5% |
| YTD | +36.9% | +3.9% | +32.9% | +41.7% |
| 1Y | +52.0% | +6.9% | +45.1% | +56.5% |
| All | +52.0% | +4.0% | +48.0% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling