+24.5%
PFE vs ZS
+623.8%
-599.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -4.7% | -11.1% | +6.4% | -4.3% |
| 30D | +3.4% | -14.8% | +18.2% | +3.9% |
| 3M | +9.2% | +18.0% | -8.8% | +8.3% |
| 6M | +15.8% | +30.8% | -15.0% | +13.9% |
| YTD | +23.4% | -11.5% | +35.0% | +23.1% |
| 1Y | +25.8% | -37.8% | +63.6% | +27.3% |
| 3Y | +17.8% | +16.6% | +1.2% | +15.4% |
| 5Y | -20.2% | -43.6% | +23.4% | -21.1% |
| All | +24.5% | +623.8% | -599.2% | +2.2% |
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