-14.1%
PCOR vs Z
-72.2%
+58.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +4.9% |
| 7D | +23.7% | -2.3% | +25.9% | +24.9% |
| 30D | +39.0% | +9.4% | +29.6% | +32.4% |
| 3M | +35.8% | -16.1% | +51.8% | +45.4% |
| 6M | +38.2% | -30.4% | +68.7% | +60.7% |
| YTD | +3.9% | -55.6% | +59.5% | +46.5% |
| 1Y | +5.7% | -58.5% | +64.2% | +52.8% |
| 3Y | +44.8% | -19.6% | +64.4% | +45.0% |
| 5Y | -19.8% | -54.1% | +34.4% | -10.2% |
| All | -14.1% | -72.2% | +58.1% | -2.1% |
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 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