-67.7%
PCG vs ZS
+517.5%
-585.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.8% |
| 7D | -13.9% | -7.8% | -6.0% | -13.4% |
| 30D | -16.9% | +5.0% | -21.9% | -17.4% |
| 3M | -14.7% | +25.5% | -40.3% | -16.6% |
| 6M | -23.8% | +8.7% | -32.5% | -25.5% |
| YTD | -10.5% | -24.5% | +14.0% | -9.8% |
| 1Y | -5.1% | -36.7% | +31.6% | -3.0% |
| 3Y | -11.6% | +7.2% | -18.8% | -16.0% |
| 5Y | +59.0% | -40.9% | +99.9% | +54.7% |
| All | -67.7% | +517.5% | -585.2% | -75.7% |
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 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