+368.5%
PSX vs ZS
-40.8%
+409.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.5% |
| 7D | +1.8% | -3.8% | +5.7% | +2.1% |
| 30D | +21.6% | -6.0% | +27.6% | +22.0% |
| 3M | +46.5% | +32.0% | +14.5% | +43.4% |
| 6M | +62.0% | +2.1% | +59.9% | +60.0% |
| YTD | +106.3% | -26.2% | +132.5% | +108.4% |
| 1Y | +103.0% | -41.2% | +144.1% | +108.5% |
| 3Y | +135.5% | +3.3% | +132.2% | +129.2% |
| 5Y | +368.5% | -40.7% | +409.2% | +354.7% |
| All | +368.5% | -40.8% | +409.3% | +354.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling