+78.8%
PPL vs ZS
+517.5%
-438.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | 0.0% |
| 7D | +2.7% | -7.8% | +10.5% | +2.7% |
| 30D | +0.5% | +5.0% | -4.6% | +0.4% |
| 3M | +0.7% | +25.5% | -24.9% | +0.4% |
| 6M | -7.6% | +8.7% | -16.3% | -7.8% |
| YTD | +1.8% | -24.5% | +26.3% | +2.0% |
| 1Y | -0.8% | -36.7% | +35.9% | -0.4% |
| 3Y | +56.9% | +7.2% | +49.7% | +55.9% |
| 5Y | +39.5% | -40.9% | +80.4% | +37.6% |
| All | +78.8% | +517.5% | -438.7% | +71.7% |
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