-47.3%
ZTS vs PCOR
+44.3%
-91.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | +4.9% | +23.7% | -18.8% | +1.4% |
| 30D | +15.9% | +39.0% | -23.1% | +10.1% |
| 3M | +11.1% | +35.8% | -24.6% | +5.7% |
| 6M | -26.0% | +38.2% | -64.3% | -30.1% |
| YTD | -33.3% | +3.9% | -37.2% | -35.0% |
| 1Y | -30.3% | +5.7% | -36.0% | -32.4% |
| All | -47.3% | +44.3% | -91.6% | -52.3% |
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 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