-70.6%
PCG vs ZS
+618.8%
-689.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -1.6% | -16.9% | +15.3% | -0.4% |
| 30D | +1.4% | -7.4% | +8.8% | +1.8% |
| 3M | -23.4% | +21.6% | -45.0% | -25.0% |
| 6M | -19.4% | +42.4% | -61.7% | -22.9% |
| YTD | -18.5% | -12.1% | -6.4% | -19.0% |
| 1Y | -19.5% | -37.8% | +18.3% | -17.5% |
| 3Y | -21.0% | +20.9% | -41.9% | -25.6% |
| 5Y | +13.7% | -41.6% | +55.3% | +11.4% |
| All | -70.6% | +618.8% | -689.4% | -78.2% |
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