-28.2%
PYPL vs ZS
+602.6%
-630.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.1% | -5.2% | +4.1% | +0.4% |
| 30D | +3.8% | -15.5% | +19.3% | +8.1% |
| 3M | -1.3% | +9.0% | -10.2% | -5.8% |
| 6M | +29.0% | +32.2% | -3.1% | +12.1% |
| YTD | +0.7% | -14.1% | +14.8% | -1.7% |
| 1Y | -12.3% | -39.1% | +26.8% | -5.2% |
| 3Y | +7.6% | +10.4% | -2.8% | -7.4% |
| 5Y | -71.7% | -44.6% | -27.1% | -72.6% |
| All | -28.2% | +602.6% | -630.9% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling