-14.4%
PCOR vs Z
-72.9%
+58.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.8% |
| 7D | +22.7% | -4.6% | +27.3% | +25.3% |
| 30D | +37.5% | +8.3% | +29.1% | +31.5% |
| 3M | +35.2% | -11.6% | +46.8% | +41.6% |
| 6M | +42.2% | -33.6% | +75.9% | +69.1% |
| YTD | +3.6% | -56.7% | +60.2% | +47.6% |
| 1Y | -4.8% | -59.1% | +54.4% | +38.7% |
| 3Y | +48.3% | -20.4% | +68.7% | +49.1% |
| 5Y | -20.1% | -55.3% | +35.2% | -9.5% |
| All | -14.4% | -72.9% | +58.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling