+918.2%
STX vs PCOR
-30.9%
+949.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.3% | +10.6% | +7.2% |
| 7D | +2.4% | -9.0% | +11.3% | +4.1% |
| 30D | +1.4% | +4.2% | -2.8% | +0.1% |
| 3M | -8.2% | +14.4% | -22.6% | -11.6% |
| 6M | +127.0% | +0.2% | +126.9% | +122.5% |
| YTD | +209.1% | -20.3% | +229.4% | +219.4% |
| 1Y | +365.4% | -16.1% | +381.6% | +371.0% |
| 3Y | +1,135.4% | -14.7% | +1,150.1% | +1,100.4% |
| 5Y | +991.5% | -43.2% | +1,034.7% | +928.1% |
| All | +918.2% | -30.9% | +949.2% | +857.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling