+168.1%
STT vs PCOR
+43.8%
+124.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.5% | +22.7% | -25.2% | -6.5% |
| 30D | -5.0% | +37.5% | -42.4% | -10.9% |
| 3M | -10.5% | +35.2% | -45.7% | -16.3% |
| 6M | +10.0% | +42.2% | -32.2% | +1.2% |
| YTD | +30.7% | +3.6% | +27.1% | +29.4% |
| 1Y | +43.8% | -4.8% | +48.5% | +45.9% |
| 3Y | +168.1% | +48.3% | +119.7% | +133.6% |
| All | +168.1% | +43.8% | +124.3% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling