+20.9%
ZS vs PCOR
+43.8%
-22.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -16.9% | +22.7% | -39.6% | -26.3% |
| 30D | -7.4% | +37.5% | -44.9% | -22.8% |
| 3M | +21.6% | +35.2% | -13.6% | +2.4% |
| 6M | +42.4% | +42.2% | +0.1% | +16.3% |
| YTD | -12.1% | +3.6% | -15.7% | -17.7% |
| 1Y | -37.8% | -4.8% | -33.1% | -39.6% |
| 3Y | +20.9% | +48.3% | -27.4% | -8.2% |
| All | +20.9% | +43.8% | -22.9% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling