-40.0%
ZS vs PCOR
-43.0%
+3.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -1.7% |
| 7D | -7.8% | -9.0% | +1.1% | -2.0% |
| 30D | +5.0% | +4.2% | +0.9% | +2.5% |
| 3M | +25.5% | +14.4% | +11.1% | +13.8% |
| 6M | +8.7% | +0.2% | +8.5% | +7.4% |
| YTD | -24.5% | -20.3% | -4.3% | -14.3% |
| 1Y | -36.7% | -16.1% | -20.6% | -31.5% |
| 3Y | +7.2% | -14.7% | +21.9% | +2.9% |
| All | -40.0% | -43.0% | +3.0% | -37.3% |
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