-70.0%
PCG vs ZS
+599.9%
-669.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +2.2% | -2.6% | +4.8% | +2.3% |
| 30D | +0.8% | -12.8% | +13.6% | +1.6% |
| 3M | -23.8% | +2.3% | -26.1% | -24.3% |
| 6M | -19.6% | +26.3% | -45.9% | -22.3% |
| YTD | -16.7% | -14.4% | -2.3% | -17.1% |
| 1Y | -19.4% | -37.6% | +18.3% | -17.4% |
| 3Y | -18.3% | +8.0% | -26.3% | -22.2% |
| 5Y | +10.4% | -44.9% | +55.3% | +8.8% |
| All | -70.0% | +599.9% | -669.9% | -77.7% |
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 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