+398.6%
ZS vs PBR
+431.7%
-33.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | -3.1% | +5.4% | -8.5% | -3.7% |
| 30D | -7.2% | +22.9% | -30.1% | -9.3% |
| 3M | +30.5% | +19.6% | +10.8% | +27.6% |
| 6M | +7.0% | +16.5% | -9.5% | +4.8% |
| YTD | -26.8% | +86.7% | -113.5% | -32.3% |
| 1Y | -42.6% | +74.7% | -117.3% | -46.5% |
| 3Y | -0.3% | +102.6% | -102.9% | -9.4% |
| 5Y | -39.2% | +566.6% | -605.8% | -53.0% |
| All | +398.6% | +431.7% | -33.1% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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