+6.9%
PCOR vs STZ
+14.7%
-7.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +5.3% | +14.3% | +19.7% |
| 7D | +21.8% | +13.0% | +8.9% | +23.0% |
| 30D | +39.5% | +29.4% | +10.1% | +44.2% |
| 3M | +35.2% | +11.6% | +23.7% | +35.8% |
| 6M | +21.7% | -0.2% | +22.0% | +17.1% |
| YTD | +3.9% | +8.6% | -4.6% | 0.0% |
| 1Y | +6.9% | +15.9% | -9.0% | +11.1% |
| All | +6.9% | +14.7% | -7.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling