+277.8%
PCAR vs ZS
+517.5%
-239.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.4% |
| 7D | -0.5% | -7.8% | +7.3% | 0.0% |
| 30D | -6.2% | +5.0% | -11.3% | -6.7% |
| 3M | +5.9% | +25.5% | -19.6% | +4.1% |
| 6M | +0.4% | +8.7% | -8.3% | -1.3% |
| YTD | +14.8% | -24.5% | +39.3% | +15.8% |
| 1Y | +30.1% | -36.7% | +66.8% | +32.9% |
| 3Y | +66.7% | +7.2% | +59.4% | +61.4% |
| 5Y | +166.1% | -40.9% | +207.0% | +159.3% |
| All | +277.8% | +517.5% | -239.6% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling