-31.6%
ZS vs PFG
+46.8%
-78.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.6% |
| 7D | -12.3% | +4.9% | -17.2% | -13.6% |
| 30D | +11.2% | +5.7% | +5.6% | +9.1% |
| 3M | +37.5% | +2.6% | +34.9% | +36.5% |
| 6M | +57.8% | +19.8% | +38.0% | +45.8% |
| YTD | -0.2% | +36.3% | -36.5% | -11.0% |
| 1Y | -31.6% | +47.9% | -79.5% | -41.6% |
| All | -31.6% | +46.8% | -78.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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