-49.2%
ZTS vs PCOR
-7.6%
-41.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +5.6% | +3.0% | +2.5% | +5.0% |
| 30D | +12.1% | +38.7% | -26.6% | +5.9% |
| 3M | +11.3% | +24.9% | -13.6% | +6.7% |
| 6M | +14.3% | +68.8% | -54.5% | +3.6% |
| YTD | -31.9% | +6.7% | -38.6% | -33.9% |
| 1Y | -29.3% | +3.0% | -32.3% | -31.0% |
| 3Y | -48.0% | +48.6% | -96.7% | -54.0% |
| 5Y | -58.9% | -12.7% | -46.2% | -62.9% |
| All | -49.2% | -7.6% | -41.6% | -53.9% |
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