-13.3%
PCOR vs Z
-73.4%
+60.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +2.3% |
| 7D | +20.7% | -6.5% | +27.2% | +24.4% |
| 30D | +35.7% | -0.1% | +35.8% | +34.8% |
| 3M | +31.1% | -14.1% | +45.2% | +39.0% |
| 6M | +43.1% | -30.1% | +73.2% | +66.1% |
| YTD | +4.8% | -57.5% | +62.4% | +50.6% |
| 1Y | -3.7% | -60.3% | +56.7% | +42.1% |
| 3Y | +46.5% | -21.0% | +67.6% | +47.5% |
| 5Y | -17.3% | -54.9% | +37.6% | -5.8% |
| All | -13.3% | -73.4% | +60.0% | +0.6% |
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