-19.8%
PCOR vs STZ
-27.7%
+8.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +23.7% | +11.8% | +11.9% | +20.3% |
| 30D | +39.0% | +26.0% | +13.0% | +31.2% |
| 3M | +35.8% | +11.5% | +24.2% | +31.9% |
| 6M | +38.2% | -2.0% | +40.2% | +38.3% |
| YTD | +3.9% | +7.9% | -3.9% | -1.8% |
| 1Y | +5.7% | +13.9% | -8.2% | -2.6% |
| 3Y | +44.8% | -35.8% | +80.6% | +63.7% |
| 5Y | -19.8% | -28.4% | +8.6% | -14.0% |
| All | -19.8% | -27.7% | +8.0% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling