+199.5%
PM vs ZS
+599.9%
-400.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +0.5% | -2.6% | +3.2% | +0.6% |
| 30D | -3.2% | -12.8% | +9.6% | -3.0% |
| 3M | +6.2% | +2.3% | +3.9% | +6.1% |
| 6M | +7.7% | +26.3% | -18.6% | +6.9% |
| YTD | +27.3% | -14.4% | +41.7% | +27.4% |
| 1Y | +32.8% | -37.6% | +70.4% | +34.0% |
| 3Y | +150.0% | +8.0% | +142.0% | +147.4% |
| 5Y | +164.2% | -44.9% | +209.1% | +163.2% |
| All | +199.5% | +599.9% | -400.4% | +157.1% |
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