+503.2%
ZS vs PENG
+114.0%
+389.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | -1.1% |
| 7D | -11.1% | -3.8% | -7.3% | -11.1% |
| 30D | -14.8% | -40.1% | +25.2% | -7.3% |
| 3M | +18.0% | -21.8% | +39.8% | +20.6% |
| 6M | +30.8% | +3.3% | +27.5% | +20.0% |
| YTD | -11.5% | +133.6% | -145.1% | -34.1% |
| 1Y | -37.8% | +110.7% | -148.5% | -52.8% |
| 3Y | +16.6% | +204.3% | -187.7% | -24.2% |
| 5Y | -43.6% | +54.4% | -97.9% | -59.7% |
| All | +503.2% | +114.0% | +389.2% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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