+192.4%
PM vs ZS
+608.8%
-416.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | -6.6% | -13.4% | +6.8% | -6.4% |
| 30D | -3.4% | -16.6% | +13.2% | -3.2% |
| 3M | +5.3% | +10.3% | -5.0% | +5.1% |
| 6M | +15.5% | +28.1% | -12.6% | +14.7% |
| YTD | +24.3% | -13.3% | +37.6% | +24.4% |
| 1Y | +29.7% | -40.7% | +70.4% | +31.0% |
| 3Y | +144.9% | +11.4% | +133.6% | +142.2% |
| 5Y | +159.0% | -42.2% | +201.2% | +157.7% |
| All | +192.4% | +608.8% | -416.4% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling