+162.1%
PCAR vs ZS
-38.5%
+200.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.4% |
| 30D | -6.4% | -7.2% | +0.9% | -6.0% |
| 3M | +4.7% | +30.5% | -25.8% | +2.3% |
| 6M | +4.5% | +7.0% | -2.5% | +2.5% |
| YTD | +13.0% | -26.8% | +39.9% | +14.9% |
| 1Y | +23.6% | -42.6% | +66.2% | +28.7% |
| 3Y | +60.7% | -0.3% | +61.1% | +55.1% |
| All | +162.1% | -38.5% | +200.6% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 5y: compounded portfolio wealth divided by compounded ZS 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…
5y analysis · Full analysis span regression · 6 months rolling