-14.4%
PCOR vs STZ
-32.3%
+17.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +22.7% | +4.9% | +17.8% | +21.5% |
| 30D | +37.5% | +20.9% | +16.6% | +31.5% |
| 3M | +35.2% | +8.0% | +27.2% | +32.7% |
| 6M | +42.2% | -5.3% | +47.5% | +43.4% |
| YTD | +3.6% | +5.9% | -2.4% | -1.3% |
| 1Y | -4.8% | +14.2% | -19.0% | -11.9% |
| 3Y | +48.3% | -37.0% | +85.3% | +66.8% |
| 5Y | -20.1% | -29.7% | +9.6% | -11.2% |
| All | -14.4% | -32.3% | +17.9% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling