+493.6%
PH vs ZS
+602.6%
-109.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +7.4% | -5.2% | +12.6% | +8.0% |
| 30D | +0.5% | -15.5% | +16.0% | +2.1% |
| 3M | -10.2% | +9.0% | -19.2% | -11.8% |
| 6M | +8.9% | +32.2% | -23.3% | +3.2% |
| YTD | +9.7% | -14.1% | +23.8% | +8.8% |
| 1Y | +12.8% | -39.1% | +51.9% | +17.1% |
| 3Y | +134.6% | +10.4% | +124.2% | +121.8% |
| 5Y | +204.5% | -44.6% | +249.2% | +194.5% |
| All | +493.6% | +602.6% | -109.0% | +320.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling