+487.3%
ZS vs PFG
+155.1%
+332.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -13.7% | -2.2% | -11.4% | -13.1% |
| 30D | -14.2% | +6.4% | -20.5% | -15.6% |
| 3M | +8.5% | +2.2% | +6.3% | +7.7% |
| 6M | +30.2% | +16.3% | +13.9% | +24.7% |
| YTD | -13.8% | +33.2% | -47.1% | -20.6% |
| 1Y | -41.5% | +40.6% | -82.1% | -46.9% |
| 3Y | +10.7% | +83.3% | -72.6% | -6.1% |
| 5Y | -43.6% | +97.7% | -141.3% | -52.5% |
| All | +487.3% | +155.1% | +332.1% | +410.2% |
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 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