+144.5%
STT vs PCOR
-8.1%
+152.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.1% | +2.2% | +3.0% | +4.7% |
| 30D | -0.2% | +37.4% | -37.7% | -6.8% |
| 3M | -8.1% | +33.2% | -41.3% | -14.1% |
| 6M | +16.6% | +60.6% | -44.0% | +3.9% |
| YTD | +37.8% | +6.2% | +31.7% | +33.2% |
| 1Y | +46.8% | -1.1% | +47.9% | +44.3% |
| 3Y | +181.2% | +48.4% | +132.8% | +145.8% |
| 5Y | +105.1% | -13.1% | +118.3% | +80.2% |
| All | +144.5% | -8.1% | +152.5% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling