-22.2%
PFE vs ZS
-42.6%
+20.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.2% |
| 7D | -2.7% | -9.2% | +6.5% | -2.3% |
| 30D | +3.8% | -4.0% | +7.8% | +3.9% |
| 3M | +10.4% | +25.3% | -14.9% | +9.4% |
| 6M | +6.3% | -1.3% | +7.6% | +5.6% |
| YTD | +17.4% | -28.0% | +45.4% | +18.2% |
| 1Y | +21.1% | -42.5% | +63.6% | +23.2% |
| 3Y | -1.6% | +0.7% | -2.3% | -3.1% |
| 5Y | -22.2% | -42.3% | +20.1% | -26.4% |
| All | -22.2% | -42.6% | +20.5% | -26.4% |
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 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