-36.7%
ZBH vs PCOR
-30.9%
-5.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.3% |
| 7D | -2.8% | -9.0% | +6.1% | -1.7% |
| 30D | -0.1% | +4.2% | -4.3% | -0.7% |
| 3M | +13.4% | +14.4% | -1.0% | +11.1% |
| 6M | +3.0% | +0.2% | +2.8% | +1.9% |
| YTD | +9.7% | -20.3% | +29.9% | +11.5% |
| 1Y | -5.4% | -16.1% | +10.7% | -4.8% |
| 3Y | -15.6% | -14.7% | -0.9% | -17.2% |
| 5Y | -28.1% | -43.2% | +15.0% | -30.3% |
| All | -36.7% | -30.9% | -5.8% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling