-13.3%
PCOR vs ZBRA
-33.7%
+20.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.6% |
| 7D | +20.7% | -2.5% | +23.2% | +22.3% |
| 30D | +35.7% | -17.0% | +52.7% | +48.4% |
| 3M | +31.1% | -15.0% | +46.1% | +41.4% |
| 6M | +43.1% | +42.2% | +0.9% | +13.4% |
| YTD | +4.8% | +32.4% | -27.5% | -15.1% |
| 1Y | -3.7% | +23.3% | -27.0% | -18.8% |
| 3Y | +46.5% | +55.9% | -9.3% | +1.6% |
| 5Y | -17.3% | -44.8% | +27.5% | +10.7% |
| All | -13.3% | -33.7% | +20.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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