+143.2%
PM vs ZS
+13.9%
+129.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -7.3% | -11.1% | +3.8% | -7.4% |
| 30D | -4.0% | -14.8% | +10.8% | -4.2% |
| 3M | +2.7% | +18.0% | -15.3% | +3.1% |
| 6M | +14.9% | +30.8% | -16.0% | +15.5% |
| YTD | +23.5% | -11.5% | +35.0% | +25.1% |
| 1Y | +30.4% | -37.8% | +68.2% | +32.9% |
| 3Y | +143.2% | +16.6% | +126.6% | +139.8% |
| All | +143.2% | +13.9% | +129.3% | +139.8% |
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