+390.7%
ZS vs PFG
+155.9%
+234.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.2% |
| 7D | -9.2% | +6.0% | -15.2% | -10.7% |
| 30D | -4.0% | +2.2% | -6.2% | -4.6% |
| 3M | +25.3% | +10.4% | +14.9% | +21.9% |
| 6M | -1.3% | +27.8% | -29.1% | -7.8% |
| YTD | -28.0% | +33.6% | -61.6% | -33.6% |
| 1Y | -42.5% | +49.3% | -91.8% | -48.6% |
| 3Y | +0.7% | +69.7% | -69.0% | -13.0% |
| 5Y | -42.3% | +111.3% | -153.6% | -51.7% |
| All | +390.7% | +155.9% | +234.8% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling