-49.1%
ZTS vs PCOR
+43.8%
-92.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -0.4% | +22.7% | -23.1% | -3.7% |
| 30D | +11.7% | +37.5% | -25.7% | +6.3% |
| 3M | +3.5% | +35.2% | -31.7% | -1.5% |
| 6M | -27.6% | +42.2% | -69.9% | -31.9% |
| YTD | -35.5% | +3.6% | -39.0% | -37.1% |
| 1Y | -32.1% | -4.8% | -27.3% | -33.1% |
| 3Y | -49.1% | +48.3% | -97.4% | -53.8% |
| All | -49.1% | +43.8% | -92.9% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling