+0.6%
ZS vs PFGC
+61.7%
-61.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | -3.8% | -3.7% | -0.1% | -2.9% |
| 30D | -6.0% | -16.0% | +10.0% | -2.0% |
| 3M | +32.0% | -4.1% | +36.1% | +33.1% |
| 6M | +2.1% | +8.7% | -6.6% | -1.7% |
| YTD | -26.2% | +6.4% | -32.5% | -29.3% |
| 1Y | -41.2% | -8.4% | -32.8% | -39.7% |
| All | +0.6% | +61.7% | -61.1% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling