+398.6%
ZS vs PEG
+97.7%
+300.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -7.2% | -3.7% | -3.5% | -6.8% |
| 3M | +30.5% | -7.3% | +37.7% | +31.5% |
| 6M | +7.0% | -10.5% | +17.5% | +8.1% |
| YTD | -26.8% | -7.5% | -19.3% | -26.5% |
| 1Y | -42.6% | -8.7% | -33.9% | -42.3% |
| 3Y | -0.3% | +31.4% | -31.7% | -5.4% |
| 5Y | -39.2% | +37.8% | -77.0% | -42.9% |
| All | +398.6% | +97.7% | +300.9% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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