+3.0%
PCOR vs STZ
+15.6%
-12.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +3.0% | +2.6% | +0.5% | +3.0% |
| 30D | +38.7% | +15.2% | +23.5% | +40.1% |
| 3M | +24.9% | +7.6% | +17.2% | +23.9% |
| 6M | +68.8% | +5.3% | +63.5% | +66.5% |
| YTD | +6.7% | +8.6% | -1.9% | +0.3% |
| 1Y | +3.0% | +15.6% | -12.6% | -3.5% |
| All | +3.0% | +15.6% | -12.6% | -3.5% |
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