-32.4%
PYPL vs ZS
+517.5%
-549.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.7% |
| 7D | +2.7% | -7.8% | +10.5% | +5.0% |
| 30D | -4.9% | +5.0% | -9.9% | -6.8% |
| 3M | +28.9% | +25.5% | +3.3% | +19.2% |
| 6M | +18.2% | +8.7% | +9.5% | +9.8% |
| YTD | -5.0% | -24.5% | +19.5% | -2.1% |
| 1Y | -18.8% | -36.7% | +17.9% | -12.2% |
| 3Y | -12.6% | +7.2% | -19.8% | -23.2% |
| 5Y | -80.8% | -40.9% | -39.9% | -81.4% |
| All | -32.4% | +517.5% | -549.8% | -62.6% |
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