-20.1%
PCOR vs STZ
-29.7%
+9.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +22.7% | +4.9% | +17.8% | +21.4% |
| 30D | +37.5% | +20.9% | +16.6% | +31.1% |
| 3M | +35.2% | +8.0% | +27.2% | +32.5% |
| 6M | +42.2% | -5.3% | +47.5% | +43.6% |
| YTD | +3.6% | +5.9% | -2.4% | -1.7% |
| 1Y | -4.8% | +14.2% | -19.0% | -12.4% |
| 3Y | +48.3% | -37.0% | +85.3% | +68.6% |
| All | -20.1% | -29.7% | +9.6% | -15.2% |
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 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