-34.1%
PCOR vs ZCMD
-100.0%
+65.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.5% | -4.3% |
| 7D | -9.0% | -8.0% | -1.0% | -9.0% |
| 30D | +4.2% | -27.9% | +32.0% | +3.8% |
| 3M | +14.4% | -74.6% | +89.0% | +15.7% |
| 6M | +0.2% | -99.5% | +99.6% | +2.1% |
| YTD | -20.3% | -99.7% | +79.5% | -18.0% |
| 1Y | -16.1% | -99.9% | +83.8% | -13.4% |
| 3Y | -14.7% | -100.0% | +85.3% | -8.6% |
| 5Y | -43.2% | -100.0% | +56.8% | -37.0% |
| All | -34.1% | -100.0% | +65.9% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling