+562.0%
STX vs PCOR
-7.7%
+569.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +9.7% |
| 7D | -1.0% | +2.5% | -3.5% | -1.3% |
| 30D | -26.8% | +37.9% | -64.6% | -31.4% |
| 3M | -32.7% | +32.0% | -64.7% | -36.8% |
| 6M | -33.7% | +54.7% | -88.5% | -40.3% |
| YTD | +101.0% | +6.6% | +94.4% | +95.4% |
| 1Y | +92.7% | -1.7% | +94.4% | +91.8% |
| 3Y | +708.7% | +49.0% | +659.7% | +594.1% |
| 5Y | +504.0% | -12.5% | +516.5% | +430.5% |
| All | +562.0% | -7.7% | +569.7% | +486.1% |
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