+195.6%
PM vs ZS
+604.7%
-409.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -7.1% | -13.7% | +6.6% | -6.8% |
| 30D | -2.8% | -14.2% | +11.4% | -2.6% |
| 3M | +6.3% | +8.5% | -2.2% | +6.1% |
| 6M | +9.6% | +30.2% | -20.5% | +8.8% |
| YTD | +25.6% | -13.8% | +39.4% | +25.7% |
| 1Y | +29.7% | -41.5% | +71.2% | +31.0% |
| 3Y | +147.6% | +10.7% | +136.8% | +144.8% |
| 5Y | +160.1% | -43.6% | +203.7% | +159.0% |
| All | +195.6% | +604.7% | -409.1% | +153.7% |
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 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