+13.5%
ZS vs PCOR
-7.7%
+21.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.6% |
| 7D | -13.7% | +2.5% | -16.2% | -15.0% |
| 30D | -14.2% | +37.9% | -52.1% | -31.0% |
| 3M | +8.5% | +32.0% | -23.4% | -10.4% |
| 6M | +30.2% | +54.7% | -24.6% | -3.1% |
| YTD | -13.8% | +6.6% | -20.4% | -20.3% |
| 1Y | -41.5% | -1.7% | -39.8% | -43.2% |
| 3Y | +10.7% | +49.0% | -38.2% | -25.8% |
| 5Y | -43.6% | -12.5% | -31.1% | -54.4% |
| All | +13.5% | -7.7% | +21.2% | -8.9% |
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 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