-28.6%
PCOR vs ZYBT
-58.4%
+29.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.6% |
| 7D | -9.0% | -3.7% | -5.3% | -9.0% |
| 30D | -7.0% | -12.8% | +5.8% | -7.0% |
| 3M | +18.3% | +76.2% | -57.9% | +17.1% |
| 6M | -7.8% | +109.3% | -117.1% | -9.6% |
| YTD | -25.6% | +36.5% | -62.1% | -26.4% |
| 1Y | -22.7% | -84.0% | +61.3% | -20.4% |
| All | -28.6% | -58.4% | +29.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling