-50.0%
ZTS vs PCOR
-9.2%
-40.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -0.6% | +20.7% | -21.4% | -3.9% |
| 30D | +11.0% | +35.7% | -24.7% | +5.2% |
| 3M | +10.9% | +31.1% | -20.1% | +5.5% |
| 6M | +0.9% | +43.1% | -42.2% | -5.9% |
| YTD | -33.0% | +4.8% | -37.8% | -34.8% |
| 1Y | -29.6% | -3.7% | -25.9% | -30.6% |
| 3Y | -49.0% | +46.5% | -95.6% | -54.8% |
| 5Y | -59.5% | -17.3% | -42.2% | -63.3% |
| All | -50.0% | -9.2% | -40.8% | -54.5% |
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