+501.9%
STX vs PCOR
-9.2%
+511.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -17.3% | +20.7% | -38.0% | -20.4% |
| 30D | -35.9% | +35.7% | -71.6% | -39.8% |
| 3M | -37.3% | +31.1% | -68.4% | -41.1% |
| 6M | -35.8% | +43.1% | -78.9% | -41.2% |
| YTD | +82.7% | +4.8% | +77.9% | +78.1% |
| 1Y | +71.6% | -3.7% | +75.3% | +71.5% |
| 3Y | +635.3% | +46.5% | +588.7% | +532.7% |
| 5Y | +483.8% | -17.3% | +501.0% | +416.0% |
| All | +501.9% | -9.2% | +511.1% | +434.3% |
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