-14.4%
PCOR vs ZBRA
-33.6%
+19.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +22.7% | -10.9% | +33.6% | +29.6% |
| 30D | +37.5% | -16.6% | +54.0% | +50.0% |
| 3M | +35.2% | -11.6% | +46.8% | +43.0% |
| 6M | +42.2% | +40.2% | +2.1% | +13.7% |
| YTD | +3.6% | +32.6% | -29.1% | -16.2% |
| 1Y | -4.8% | +24.7% | -29.5% | -20.2% |
| 3Y | +48.3% | +56.3% | -8.0% | +2.8% |
| 5Y | -20.1% | -47.0% | +26.9% | +9.2% |
| All | -14.4% | -33.6% | +19.2% | +21.2% |
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