+3.9%
PEP vs ZS
-42.6%
+46.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.6% |
| 7D | +0.1% | -9.2% | +9.3% | +0.1% |
| 30D | +0.7% | -4.0% | +4.6% | +0.7% |
| 3M | -0.5% | +25.3% | -25.8% | -0.6% |
| 6M | -11.3% | -1.3% | -10.0% | -11.3% |
| YTD | -0.6% | -28.0% | +27.4% | -0.2% |
| 1Y | +1.7% | -42.5% | +44.2% | +2.5% |
| 3Y | -12.5% | +0.7% | -13.2% | -13.9% |
| 5Y | +3.9% | -42.3% | +46.2% | -1.7% |
| All | +3.9% | -42.6% | +46.5% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling