-13.1%
PCOR vs ZBRA
-32.6%
+19.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.8% |
| 7D | +22.2% | -9.5% | +31.7% | +28.1% |
| 30D | +36.0% | -15.6% | +51.6% | +47.6% |
| 3M | +34.0% | -13.2% | +47.2% | +43.1% |
| 6M | +43.5% | +44.5% | -1.0% | +12.8% |
| YTD | +5.1% | +34.5% | -29.4% | -15.6% |
| 1Y | -3.9% | +25.9% | -29.8% | -19.9% |
| 3Y | +52.9% | +61.3% | -8.4% | +4.0% |
| 5Y | -18.7% | -45.2% | +26.5% | +9.3% |
| All | -13.1% | -32.6% | +19.5% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling