+46.9%
PM vs ZS
-31.8%
+78.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +4.3% | -12.3% | +16.5% | +3.7% |
| 30D | +11.5% | +11.2% | +0.3% | +12.0% |
| 3M | +13.0% | +37.5% | -24.5% | +14.7% |
| 6M | +25.9% | +57.8% | -31.9% | +29.1% |
| YTD | +34.0% | -0.2% | +34.2% | +40.9% |
| 1Y | +46.9% | -31.6% | +78.5% | +61.7% |
| All | +46.9% | -31.8% | +78.7% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling