+16.6%
ZS vs PCOR
-9.0%
+25.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.2% |
| 7D | -11.1% | +22.2% | -33.3% | -22.8% |
| 30D | -14.8% | +36.0% | -50.9% | -31.0% |
| 3M | +18.0% | +34.0% | -16.0% | -3.5% |
| 6M | +30.8% | +43.5% | -12.7% | +1.9% |
| YTD | -11.5% | +5.1% | -16.6% | -17.4% |
| 1Y | -37.8% | -3.9% | -33.9% | -38.7% |
| 3Y | +16.6% | +52.9% | -36.3% | -23.4% |
| 5Y | -43.6% | -18.7% | -24.9% | -53.4% |
| All | +16.6% | -9.0% | +25.6% | -5.6% |
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