-34.4%
PYPL vs ZS
+494.5%
-528.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | -5.9% | -8.1% | +2.1% | -3.7% |
| 30D | -9.4% | -8.4% | -1.0% | -7.6% |
| 3M | +31.3% | +31.1% | +0.2% | +19.9% |
| 6M | +19.1% | +4.4% | +14.7% | +11.8% |
| YTD | -7.9% | -27.3% | +19.4% | -4.0% |
| 1Y | -17.9% | -41.4% | +23.5% | -9.2% |
| 3Y | -11.6% | +1.7% | -13.3% | -21.1% |
| 5Y | -81.0% | -39.6% | -41.4% | -81.8% |
| All | -34.4% | +494.5% | -528.9% | -63.3% |
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