-40.7%
ZS vs PFGC
+111.7%
-152.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | -3.8% | -3.7% | -0.1% | -2.2% |
| 30D | -6.0% | -16.0% | +10.0% | +1.3% |
| 3M | +32.0% | -4.1% | +36.1% | +33.8% |
| 6M | +2.1% | +8.7% | -6.6% | -4.0% |
| YTD | -26.2% | +6.4% | -32.5% | -30.9% |
| 1Y | -41.2% | -8.4% | -32.8% | -40.5% |
| 3Y | +3.3% | +61.8% | -58.4% | -26.3% |
| 5Y | -40.7% | +108.7% | -149.4% | -63.4% |
| All | -40.7% | +111.7% | -152.4% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling