-41.4%
ZS vs PFGC
-9.2%
-32.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.8% |
| 7D | -8.1% | -4.8% | -3.2% | -8.9% |
| 30D | -8.4% | -17.2% | +8.8% | -11.5% |
| 3M | +31.1% | -6.3% | +37.4% | +30.5% |
| 6M | +4.4% | +8.8% | -4.4% | +7.4% |
| YTD | -27.3% | +4.9% | -32.2% | -24.8% |
| 1Y | -41.4% | -9.5% | -31.9% | -39.3% |
| All | -41.4% | -9.2% | -32.1% | -39.3% |
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