-41.4%
PCOR vs STZ
-33.3%
-8.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -9.0% | -1.9% | -7.0% | -8.5% |
| 30D | +4.2% | -1.9% | +6.0% | +4.6% |
| 3M | +14.4% | -6.2% | +20.7% | +16.0% |
| 6M | +0.2% | -14.0% | +14.2% | +2.7% |
| YTD | -20.3% | -5.1% | -15.1% | -22.1% |
| 1Y | -16.1% | -9.6% | -6.6% | -16.8% |
| 3Y | -14.7% | -47.2% | +32.5% | +3.1% |
| All | -41.4% | -33.3% | -8.1% | -35.1% |
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 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