-14.1%
PCOR vs Z
-68.9%
+54.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +9.4% | +10.3% | +15.3% |
| 7D | +21.8% | +10.2% | +11.7% | +16.9% |
| 30D | +39.5% | +23.7% | +15.9% | +26.1% |
| 3M | +35.2% | -6.6% | +41.8% | +38.3% |
| 6M | +21.7% | -23.0% | +44.7% | +35.7% |
| YTD | +3.9% | -50.3% | +54.2% | +39.6% |
| 1Y | +6.9% | -53.6% | +60.5% | +47.4% |
| 3Y | +44.8% | -10.1% | +54.8% | +38.2% |
| 5Y | -21.9% | -49.8% | +27.8% | -16.6% |
| All | -14.1% | -68.9% | +54.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling