+395.4%
ZS vs PFGC
+202.4%
+193.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.4% |
| 7D | -8.1% | -4.8% | -3.2% | -7.4% |
| 30D | -8.4% | -17.2% | +8.8% | -6.1% |
| 3M | +31.1% | -6.3% | +37.4% | +32.2% |
| 6M | +4.4% | +8.8% | -4.4% | +2.5% |
| YTD | -27.3% | +4.9% | -32.2% | -28.4% |
| 1Y | -41.4% | -9.5% | -31.9% | -41.0% |
| 3Y | +1.7% | +59.6% | -57.9% | -5.8% |
| 5Y | -39.6% | +113.5% | -153.1% | -45.6% |
| All | +395.4% | +202.4% | +193.0% | +327.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling