+196.0%
PM vs ZS
+602.6%
-406.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.4% | -5.2% | +2.8% | -2.3% |
| 30D | -1.3% | -15.5% | +14.2% | -1.1% |
| 3M | +6.5% | +9.0% | -2.4% | +6.3% |
| 6M | +7.0% | +32.2% | -25.2% | +6.1% |
| YTD | +25.8% | -14.1% | +39.9% | +25.9% |
| 1Y | +30.9% | -39.1% | +70.0% | +32.1% |
| 3Y | +148.0% | +10.4% | +137.6% | +145.2% |
| 5Y | +161.2% | -44.6% | +205.8% | +160.2% |
| All | +196.0% | +602.6% | -406.6% | +154.1% |
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 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