+124.3%
PM vs ZS
+0.9%
+123.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.1% |
| 7D | -1.3% | -9.2% | +7.9% | -1.4% |
| 30D | -2.6% | -4.0% | +1.4% | -2.6% |
| 3M | +5.8% | +25.3% | -19.5% | +5.9% |
| 6M | +10.6% | -1.3% | +11.8% | +10.7% |
| YTD | +17.2% | -28.0% | +45.2% | +18.3% |
| 1Y | +17.6% | -42.5% | +60.1% | +19.4% |
| 3Y | +124.3% | +0.7% | +123.5% | +113.4% |
| All | +124.3% | +0.9% | +123.4% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling