-36.2%
PCOR vs ZCMD
-100.0%
+63.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | -6.9% | -1.4% | -5.5% | -6.9% |
| 30D | -1.5% | -21.6% | +20.0% | -1.8% |
| 3M | +18.5% | -67.4% | +85.9% | +19.8% |
| 6M | -4.7% | -99.4% | +94.8% | -2.9% |
| YTD | -22.8% | -99.7% | +77.0% | -20.6% |
| 1Y | -20.7% | -99.9% | +79.2% | -18.1% |
| 3Y | -14.6% | -100.0% | +85.4% | -8.5% |
| 5Y | -40.7% | -100.0% | +59.2% | -34.7% |
| All | -36.2% | -100.0% | +63.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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