+101.0%
STT vs PCOR
-22.6%
+123.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -4.9% | +23.7% | -28.6% | -9.4% |
| 30D | -6.0% | +39.0% | -45.0% | -12.6% |
| 3M | -11.7% | +35.8% | -47.4% | -18.0% |
| 6M | +11.7% | +38.2% | -26.5% | +2.5% |
| YTD | +30.4% | +3.9% | +26.5% | +26.6% |
| 1Y | +43.9% | +5.7% | +38.3% | +38.8% |
| 3Y | +165.4% | +44.8% | +120.6% | +131.3% |
| 5Y | +101.0% | -19.8% | +120.8% | +73.2% |
| All | +101.0% | -22.6% | +123.6% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling