+2.3%
PCOR vs ZYBT
-60.2%
+62.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +38.7% | -2.0% | +40.6% | +38.7% |
| 3M | +24.9% | -2.0% | +26.8% | +24.8% |
| 6M | +68.8% | +56.4% | +12.4% | +67.2% |
| YTD | +6.7% | +30.4% | -23.7% | +5.5% |
| 1Y | +3.0% | -30.2% | +33.2% | +3.2% |
| All | +2.3% | -60.2% | +62.5% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling