U do understand that you zero it at a specific distance - you would have to pick the distance. Then, at any distance further or closer, it will be off. But with some practice, you can learn to know where to put the dot based on if you are closer or further away.
Zeroing a pistol laser is easy as pie.
Pick the distance you want - and move the red dot to correspond with your front sight. I have had handgun lasers before - I could essentially zero them in my house before I hit the range - I would suggest 7 yards. Then, if any minor fine tuning at the range was necessary - I could always do it in a couple of seconds.
If you are off, it is because you did not shoot at the distance the factory zeroed the laser at. Also, since the laser is not directly below the barrel - at off distances - U will get sideways play in where the beam hits.