-34.1%
PCOR vs STZ
-39.4%
+5.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -9.0% | -1.9% | -7.0% | -8.6% |
| 30D | +4.2% | -1.9% | +6.0% | +4.6% |
| 3M | +14.4% | -6.2% | +20.7% | +15.9% |
| 6M | +0.2% | -14.0% | +14.2% | +2.6% |
| YTD | -20.3% | -5.1% | -15.1% | -22.0% |
| 1Y | -16.1% | -9.6% | -6.6% | -16.7% |
| 3Y | -14.7% | -47.2% | +32.5% | +1.7% |
| 5Y | -43.2% | -33.6% | -9.6% | -34.1% |
| All | -34.1% | -39.4% | +5.3% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling