-50.2%
ZTS vs PCOR
-10.0%
-40.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | +4.9% | +23.7% | -18.8% | +1.0% |
| 30D | +15.9% | +39.0% | -23.1% | +9.4% |
| 3M | +11.1% | +35.8% | -24.6% | +5.1% |
| 6M | -26.0% | +38.2% | -64.3% | -30.7% |
| YTD | -33.3% | +3.9% | -37.2% | -35.0% |
| 1Y | -30.3% | +5.7% | -36.0% | -32.4% |
| 3Y | -47.0% | +44.8% | -91.8% | -53.0% |
| 5Y | -59.7% | -19.8% | -39.9% | -63.3% |
| All | -50.2% | -10.0% | -40.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling