-31.6%
ZS vs PFGC
+12.5%
-44.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +13.5% | -13.8% | +2.9% |
| 7D | -12.3% | +13.9% | -26.1% | -9.3% |
| 30D | +11.2% | +18.4% | -7.1% | +16.0% |
| 3M | +37.5% | -2.5% | +40.0% | +38.4% |
| 6M | +57.8% | +26.0% | +31.8% | +69.5% |
| YTD | -0.2% | +21.9% | -22.1% | +7.9% |
| 1Y | -31.6% | +13.4% | -45.0% | -25.8% |
| All | -31.6% | +12.5% | -44.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling