+27.3%
PFE vs ZS
+604.7%
-577.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -3.0% | -13.7% | +10.7% | -2.5% |
| 30D | +5.2% | -14.2% | +19.4% | +5.7% |
| 3M | +12.2% | +8.5% | +3.7% | +11.7% |
| 6M | +17.8% | +30.2% | -12.4% | +15.8% |
| YTD | +26.2% | -13.8% | +40.0% | +25.9% |
| 1Y | +23.2% | -41.5% | +64.7% | +24.9% |
| 3Y | +21.3% | +10.7% | +10.6% | +18.9% |
| 5Y | -23.1% | -43.6% | +20.5% | -24.0% |
| All | +27.3% | +604.7% | -577.4% | +4.6% |
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