-70.2%
PCG vs ZS
+623.8%
-694.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -1.1% | -11.1% | +10.0% | -0.3% |
| 30D | +0.1% | -14.8% | +14.9% | +1.1% |
| 3M | -24.4% | +18.0% | -42.4% | -25.8% |
| 6M | -17.7% | +30.8% | -48.5% | -20.6% |
| YTD | -17.4% | -11.5% | -5.9% | -18.0% |
| 1Y | -19.4% | -37.8% | +18.4% | -17.3% |
| 3Y | -18.6% | +16.6% | -35.2% | -23.1% |
| 5Y | +10.2% | -43.6% | +53.8% | +8.5% |
| All | -70.2% | +623.8% | -694.0% | -78.0% |
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