+21.2%
PFE vs ZS
+517.5%
-496.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -1.1% |
| 7D | +1.8% | -7.8% | +9.6% | +2.0% |
| 30D | +10.2% | +5.0% | +5.2% | +10.0% |
| 3M | +12.7% | +25.5% | -12.9% | +11.6% |
| 6M | +10.5% | +8.7% | +1.8% | +9.5% |
| YTD | +20.2% | -24.5% | +44.7% | +20.7% |
| 1Y | +24.1% | -36.7% | +60.8% | +25.5% |
| 3Y | -3.6% | +7.2% | -10.8% | -5.2% |
| 5Y | -20.9% | -40.9% | +20.1% | -21.9% |
| All | +21.2% | +517.5% | -496.2% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling