-2.6%
PEP vs ZS
-37.1%
+34.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -2.0% |
| 7D | -2.4% | -7.8% | +5.4% | -3.0% |
| 30D | -0.8% | +5.0% | -5.9% | -0.3% |
| 3M | -2.2% | +25.5% | -27.7% | -0.2% |
| 6M | -14.4% | +8.7% | -23.1% | -12.5% |
| YTD | -2.2% | -24.5% | +22.3% | -4.0% |
| 1Y | -2.6% | -36.7% | +34.1% | -5.9% |
| All | -2.6% | -37.1% | +34.5% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling