-44.6%
ZS vs PCOR
-12.9%
-31.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -5.2% | +2.2% | -7.4% | -6.5% |
| 30D | -15.5% | +37.4% | -52.9% | -32.8% |
| 3M | +9.0% | +33.2% | -24.2% | -11.6% |
| 6M | +32.2% | +60.6% | -28.4% | -5.7% |
| YTD | -14.1% | +6.2% | -20.3% | -20.7% |
| 1Y | -39.1% | -1.1% | -38.0% | -41.2% |
| 3Y | +10.4% | +48.4% | -38.0% | -29.3% |
| 5Y | -44.6% | -13.1% | -31.5% | -50.8% |
| All | -44.6% | -12.9% | -31.7% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling