-69.3%
ZM vs PCOR
-7.6%
-61.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +11.0% | +3.0% | +8.0% | +9.6% |
| 30D | +5.6% | +38.7% | -33.0% | -10.4% |
| 3M | -9.1% | +24.9% | -34.0% | -19.3% |
| 6M | -2.6% | +68.8% | -71.3% | -25.5% |
| YTD | +15.7% | +6.7% | +8.9% | +7.2% |
| 1Y | +18.8% | +3.0% | +15.8% | +12.0% |
| 3Y | +62.2% | +48.6% | +13.6% | +16.6% |
| 5Y | -60.9% | -12.7% | -48.2% | -68.7% |
| All | -69.3% | -7.6% | -61.7% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling