+17.8%
PFE vs ZS
+494.5%
-476.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -4.0% | -8.1% | +4.0% | -3.7% |
| 30D | +3.9% | -8.4% | +12.3% | +4.1% |
| 3M | +9.9% | +31.1% | -21.2% | +8.7% |
| 6M | +5.3% | +4.4% | +0.9% | +4.5% |
| YTD | +16.8% | -27.3% | +44.1% | +17.5% |
| 1Y | +20.4% | -41.4% | +61.8% | +22.1% |
| 3Y | -2.1% | +1.7% | -3.8% | -3.6% |
| 5Y | -21.0% | -39.6% | +18.6% | -22.1% |
| All | +17.8% | +494.5% | -476.7% | -2.4% |
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