+15.8%
ZS vs PCOR
-10.3%
+26.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | -16.9% | +22.7% | -39.6% | -28.1% |
| 30D | -7.4% | +37.5% | -44.9% | -25.4% |
| 3M | +21.6% | +35.2% | -13.6% | -1.1% |
| 6M | +42.4% | +42.2% | +0.1% | +11.6% |
| YTD | -12.1% | +3.6% | -15.7% | -17.2% |
| 1Y | -37.8% | -4.8% | -33.1% | -38.4% |
| 3Y | +20.9% | +48.3% | -27.4% | -19.1% |
| 5Y | -41.6% | -20.1% | -21.5% | -51.3% |
| All | +15.8% | -10.3% | +26.1% | -5.4% |
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