-70.0%
PCG vs ZS
+608.8%
-678.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -0.5% | -13.4% | +13.0% | +0.5% |
| 30D | +0.8% | -16.6% | +17.4% | +1.9% |
| 3M | -22.0% | +10.3% | -32.4% | -23.0% |
| 6M | -17.1% | +28.1% | -45.2% | -20.0% |
| YTD | -16.9% | -13.3% | -3.5% | -17.3% |
| 1Y | -19.1% | -40.7% | +21.7% | -16.6% |
| 3Y | -19.4% | +11.4% | -30.8% | -23.6% |
| 5Y | +9.0% | -42.2% | +51.2% | +6.8% |
| All | -70.0% | +608.8% | -678.8% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling