-1.9%
ZS vs PFG
+68.9%
-70.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.9% |
| 7D | -9.2% | +6.0% | -15.2% | -12.0% |
| 30D | -4.0% | +2.2% | -6.2% | -5.1% |
| 3M | +25.3% | +10.4% | +14.9% | +18.7% |
| 6M | -1.3% | +27.8% | -29.1% | -13.6% |
| YTD | -28.0% | +33.6% | -61.6% | -38.5% |
| 1Y | -42.5% | +49.3% | -91.8% | -54.0% |
| All | -1.9% | +68.9% | -70.8% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling