-50.1%
ZTS vs PCOR
-9.0%
-41.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.4% |
| 7D | -1.0% | +22.2% | -23.2% | -4.5% |
| 30D | +10.8% | +36.0% | -25.2% | +5.0% |
| 3M | +14.1% | +34.0% | -19.9% | +8.1% |
| 6M | +0.8% | +43.5% | -42.8% | -6.1% |
| YTD | -33.1% | +5.1% | -38.2% | -34.9% |
| 1Y | -30.0% | -3.9% | -26.0% | -30.9% |
| 3Y | -49.5% | +52.9% | -102.4% | -55.6% |
| 5Y | -60.2% | -18.7% | -41.6% | -63.9% |
| All | -50.1% | -9.0% | -41.1% | -54.6% |
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