-12.3%
PCOR vs AMRZ
-13.6%
+1.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.2% |
| 7D | -9.0% | -1.9% | -7.1% | -8.8% |
| 30D | +4.2% | -16.9% | +21.1% | +6.1% |
| 3M | +14.4% | -19.2% | +33.6% | +16.8% |
| 6M | +0.2% | -29.3% | +29.5% | +5.3% |
| YTD | -20.3% | -18.0% | -2.3% | -19.4% |
| 1Y | -16.1% | -15.1% | -1.1% | -17.1% |
| All | -12.3% | -13.6% | +1.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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