+487.3%
ZS vs PENG
+130.6%
+356.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -2.6% |
| 7D | -13.7% | +1.9% | -15.5% | -14.5% |
| 30D | -14.2% | -37.8% | +23.6% | -7.3% |
| 3M | +8.5% | -14.1% | +22.6% | +8.9% |
| 6M | +30.2% | +13.1% | +17.1% | +17.2% |
| YTD | -13.8% | +151.8% | -165.6% | -36.8% |
| 1Y | -41.5% | +136.0% | -177.5% | -56.6% |
| 3Y | +10.7% | +217.9% | -207.2% | -28.6% |
| 5Y | -43.6% | +64.1% | -107.7% | -60.3% |
| All | +487.3% | +130.6% | +356.7% | +221.6% |
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