+230.8%
CORZ vs PCOR
+3.6%
+227.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | 0.0% | -10.8% | -10.8% |
| 7D | -21.1% | +23.7% | -44.8% | -26.6% |
| 30D | -31.8% | +39.0% | -70.8% | -38.8% |
| 3M | -47.7% | +35.8% | -83.5% | -53.3% |
| 6M | -48.7% | +38.2% | -86.9% | -54.9% |
| YTD | -21.8% | +3.9% | -25.8% | -22.6% |
| 1Y | -47.8% | +5.7% | -53.5% | -49.2% |
| All | +230.8% | +3.6% | +227.3% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling