-19.8%
PCOR vs Z
-54.8%
+35.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +5.4% |
| 7D | +23.7% | -2.3% | +25.9% | +25.0% |
| 30D | +39.0% | +9.4% | +29.6% | +31.7% |
| 3M | +35.8% | -16.1% | +51.8% | +46.3% |
| 6M | +38.2% | -30.4% | +68.7% | +63.2% |
| YTD | +3.9% | -55.6% | +59.5% | +52.0% |
| 1Y | +5.7% | -58.5% | +64.2% | +59.1% |
| 3Y | +44.8% | -19.6% | +64.4% | +40.1% |
| 5Y | -19.8% | -54.1% | +34.4% | -6.1% |
| All | -19.8% | -54.8% | +35.0% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling