+127.0%
PG vs ZS
+494.5%
-367.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -2.7% | -8.1% | +5.4% | -2.5% |
| 30D | -1.5% | -8.4% | +6.9% | -1.4% |
| 3M | -3.4% | +31.1% | -34.4% | -3.9% |
| 6M | -7.0% | +4.4% | -11.4% | -7.4% |
| YTD | +2.0% | -27.3% | +29.3% | +2.5% |
| 1Y | -6.5% | -41.4% | +34.9% | -5.3% |
| 3Y | +1.2% | +1.7% | -0.5% | -0.6% |
| 5Y | +12.8% | -39.6% | +52.4% | +10.9% |
| All | +127.0% | +494.5% | -367.5% | +86.0% |
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