-9.3%
PCOR vs Z
-53.4%
+44.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -1.3% |
| 7D | +3.0% | +0.8% | +2.2% | +2.4% |
| 30D | +38.7% | +5.2% | +33.5% | +34.1% |
| 3M | +24.9% | -17.0% | +41.9% | +35.3% |
| 6M | +68.8% | -22.7% | +91.4% | +88.6% |
| YTD | +6.7% | -56.3% | +63.0% | +57.1% |
| 1Y | +3.0% | -57.7% | +60.7% | +53.1% |
| 3Y | +48.6% | -16.5% | +65.2% | +40.0% |
| All | -9.3% | -53.4% | +44.2% | +6.7% |
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