-4.8%
PEP vs ZS
+13.9%
-18.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +1.0% | -11.1% | +12.1% | +0.4% |
| 30D | +12.6% | -14.8% | +27.5% | +11.8% |
| 3M | +3.1% | +18.0% | -14.9% | +4.2% |
| 6M | -6.3% | +30.8% | -37.1% | -4.3% |
| YTD | +1.9% | -11.5% | +13.4% | +2.8% |
| 1Y | +3.3% | -37.8% | +41.1% | +3.1% |
| 3Y | -4.8% | +16.6% | -21.4% | -5.0% |
| All | -4.8% | +13.9% | -18.7% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling