+485.5%
ZS vs PBF
+173.7%
+311.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -5.2% | +4.3% | -9.5% | -5.4% |
| 30D | -15.5% | -21.8% | +6.3% | -14.6% |
| 3M | +9.0% | +1.7% | +7.2% | +8.5% |
| 6M | +32.2% | +69.8% | -37.6% | +27.8% |
| YTD | -14.1% | +167.7% | -181.8% | -19.3% |
| 1Y | -39.1% | +89.0% | -128.0% | -41.7% |
| 3Y | +10.4% | +78.8% | -68.4% | +3.7% |
| 5Y | -44.6% | +415.4% | -460.1% | -49.5% |
| All | +485.5% | +173.7% | +311.8% | +403.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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