+398.6%
ZS vs PBF
+200.6%
+198.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.6% |
| 7D | -3.1% | +5.3% | -8.4% | -3.4% |
| 30D | -7.2% | +11.7% | -18.9% | -7.8% |
| 3M | +30.5% | +91.1% | -60.6% | +25.8% |
| 6M | +7.0% | +88.4% | -81.5% | +2.9% |
| YTD | -26.8% | +194.1% | -220.9% | -31.4% |
| 1Y | -42.6% | +180.4% | -223.0% | -46.2% |
| 3Y | -0.3% | +59.3% | -59.6% | -5.8% |
| 5Y | -39.2% | +816.3% | -855.5% | -45.1% |
| All | +398.6% | +200.6% | +198.0% | +328.1% |
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