-37.8%
ZS vs PENG
+88.9%
-126.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.4% | -15.4% | -3.6% |
| 7D | -16.9% | -19.4% | +2.6% | -16.2% |
| 30D | -7.4% | -42.4% | +34.9% | -6.5% |
| 3M | +21.6% | -25.6% | +47.2% | +23.4% |
| 6M | +42.4% | +7.3% | +35.1% | +41.5% |
| YTD | -12.1% | +113.9% | -126.0% | -15.2% |
| 1Y | -37.8% | +93.6% | -131.4% | -40.1% |
| All | -37.8% | +88.9% | -126.8% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling