+414.5%
ZS vs PBF
+185.4%
+229.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.4% |
| 7D | -7.8% | +4.3% | -12.1% | -8.1% |
| 30D | +5.0% | +22.0% | -16.9% | +3.9% |
| 3M | +25.5% | +74.5% | -49.0% | +21.6% |
| 6M | +8.7% | +67.7% | -59.0% | +5.2% |
| YTD | -24.5% | +179.2% | -203.7% | -29.0% |
| 1Y | -36.7% | +170.0% | -206.7% | -40.5% |
| 3Y | +7.2% | +66.4% | -59.2% | +1.2% |
| 5Y | -40.9% | +764.5% | -805.4% | -46.5% |
| All | +414.5% | +185.4% | +229.1% | +343.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling