+453.1%
STX vs PCOR
-10.3%
+463.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -28.5% | +22.7% | -51.2% | -31.5% |
| 30D | -42.9% | +37.5% | -80.4% | -46.5% |
| 3M | -45.9% | +35.2% | -81.1% | -49.5% |
| 6M | -41.3% | +42.2% | -83.5% | -46.2% |
| YTD | +67.9% | +3.6% | +64.4% | +64.0% |
| 1Y | +66.5% | -4.8% | +71.3% | +66.7% |
| 3Y | +588.0% | +48.3% | +539.6% | +488.5% |
| 5Y | +449.1% | -20.1% | +469.1% | +387.6% |
| All | +453.1% | -10.3% | +463.5% | +392.0% |
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