-40.7%
ZS vs PFG
+109.8%
-150.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | -3.8% | +3.2% | -7.1% | -5.6% |
| 30D | -6.0% | +0.9% | -6.9% | -6.6% |
| 3M | +32.0% | +7.7% | +24.3% | +26.1% |
| 6M | +2.1% | +29.0% | -26.8% | -12.3% |
| YTD | -26.2% | +32.5% | -58.6% | -37.8% |
| 1Y | -41.2% | +47.3% | -88.5% | -53.7% |
| 3Y | +3.3% | +68.2% | -64.9% | -26.8% |
| 5Y | -40.7% | +108.5% | -149.2% | -63.1% |
| All | -40.7% | +109.8% | -150.5% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling