+398.6%
ZS vs PHM
+346.6%
+52.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.2% |
| 7D | -3.1% | -5.0% | +1.9% | -1.6% |
| 30D | -7.2% | -8.4% | +1.2% | -4.9% |
| 3M | +30.5% | -4.4% | +34.9% | +31.7% |
| 6M | +7.0% | -3.7% | +10.7% | +6.7% |
| YTD | -26.8% | +1.3% | -28.1% | -28.8% |
| 1Y | -42.6% | -14.0% | -28.6% | -41.4% |
| 3Y | -0.3% | +48.1% | -48.4% | -18.3% |
| 5Y | -39.2% | +158.8% | -198.0% | -59.3% |
| All | +398.6% | +346.6% | +52.0% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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