+70.2%
PEP vs ZS
+599.9%
-529.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +2.9% | -2.6% | +5.5% | +3.0% |
| 30D | +12.5% | -12.8% | +25.3% | +12.8% |
| 3M | +4.5% | +2.3% | +2.3% | +4.2% |
| 6M | -0.5% | +26.3% | -26.8% | -1.7% |
| YTD | +4.4% | -14.4% | +18.8% | +4.4% |
| 1Y | +4.4% | -37.6% | +42.0% | +5.6% |
| 3Y | -3.4% | +8.0% | -11.4% | -5.5% |
| 5Y | +5.2% | -44.9% | +50.0% | +4.3% |
| All | +70.2% | +599.9% | -529.7% | +40.9% |
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 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