+398.6%
ZS vs PFG
+158.4%
+240.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -7.2% | +2.9% | -10.1% | -7.9% |
| 3M | +30.5% | +6.7% | +23.8% | +28.1% |
| 6M | +7.0% | +33.8% | -26.8% | -1.4% |
| YTD | -26.8% | +35.0% | -61.8% | -32.7% |
| 1Y | -42.6% | +46.4% | -89.0% | -48.5% |
| 3Y | -0.3% | +71.7% | -72.0% | -14.2% |
| 5Y | -39.2% | +113.7% | -152.9% | -49.2% |
| All | +398.6% | +158.4% | +240.2% | +332.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling