+459.8%
STX vs PCOR
-10.0%
+469.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | 0.0% | -16.3% | -16.3% |
| 7D | -33.4% | +23.7% | -57.1% | -36.3% |
| 30D | -42.1% | +39.0% | -81.1% | -45.9% |
| 3M | -44.3% | +35.8% | -80.0% | -48.0% |
| 6M | -39.4% | +38.2% | -77.6% | -44.1% |
| YTD | +70.0% | +3.9% | +66.0% | +65.9% |
| 1Y | +70.2% | +5.7% | +64.5% | +65.1% |
| 3Y | +585.2% | +44.8% | +540.4% | +490.2% |
| 5Y | +455.7% | -19.8% | +475.4% | +393.1% |
| All | +459.8% | -10.0% | +469.8% | +397.6% |
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