-15.3%
ZBH vs PCOR
-11.9%
-3.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.3% | +3.0% | -5.3% | -2.7% |
| 30D | +12.5% | +38.7% | -26.2% | +7.5% |
| 3M | +3.9% | +24.9% | -20.9% | +0.5% |
| 6M | +25.4% | +68.8% | -43.3% | +16.2% |
| YTD | +15.7% | +6.7% | +9.0% | +12.9% |
| 1Y | +15.2% | +3.0% | +12.2% | +12.9% |
| 3Y | +0.3% | +48.6% | -48.3% | -9.1% |
| All | -15.3% | -11.9% | -3.4% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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