-40.7%
ZS vs PBF
+817.4%
-858.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -3.8% | +1.4% | -5.2% | -4.0% |
| 30D | -6.0% | +15.8% | -21.8% | -7.5% |
| 3M | +32.0% | +90.3% | -58.3% | +22.4% |
| 6M | +2.1% | +102.8% | -100.7% | -6.6% |
| YTD | -26.2% | +187.3% | -213.5% | -35.6% |
| 1Y | -41.2% | +161.8% | -203.0% | -48.4% |
| 3Y | +3.3% | +55.5% | -52.2% | -7.9% |
| 5Y | -40.7% | +801.9% | -842.6% | -51.9% |
| All | -40.7% | +817.4% | -858.1% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling