-39.6%
ZS vs PEG
+35.4%
-75.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -8.1% | -0.9% | -7.1% | -8.0% |
| 30D | -8.4% | -2.8% | -5.7% | -8.1% |
| 3M | +31.1% | -6.9% | +38.0% | +32.1% |
| 6M | +4.4% | -11.4% | +15.8% | +6.0% |
| YTD | -27.3% | -7.4% | -19.9% | -27.1% |
| 1Y | -41.4% | -8.3% | -33.1% | -41.1% |
| 3Y | +1.7% | +31.5% | -29.9% | -6.9% |
| 5Y | -39.6% | +38.0% | -77.5% | -44.5% |
| All | -39.6% | +35.4% | -75.0% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling