+346.0%
PGR vs ZS
+498.3%
-152.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.6% |
| 7D | -0.6% | -3.1% | +2.5% | -0.4% |
| 30D | +4.9% | -7.2% | +12.2% | +5.3% |
| 3M | +7.6% | +30.5% | -22.8% | +5.9% |
| 6M | +8.3% | +7.0% | +1.3% | +6.9% |
| YTD | +1.7% | -26.8% | +28.6% | +2.5% |
| 1Y | -6.8% | -42.6% | +35.8% | -5.0% |
| 3Y | +73.4% | -0.3% | +73.8% | +69.2% |
| 5Y | +161.2% | -39.2% | +200.4% | +155.9% |
| All | +346.0% | +498.3% | -152.3% | +238.1% |
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