+106.6%
PCAR vs ZS
-42.0%
+148.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -2.2% |
| 7D | +0.1% | -16.9% | +17.0% | +1.3% |
| 30D | -4.6% | -7.4% | +2.9% | -4.3% |
| 3M | -22.6% | +21.6% | -44.1% | -24.1% |
| 6M | -12.0% | +42.4% | -54.3% | -15.6% |
| YTD | -6.1% | -12.1% | +6.0% | -6.2% |
| 1Y | +6.3% | -37.8% | +44.1% | +10.2% |
| 3Y | +31.8% | +20.9% | +10.9% | +25.0% |
| All | +106.6% | -42.0% | +148.6% | +88.1% |
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