-42.6%
ZS vs PHM
-12.7%
-29.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.9% |
| 7D | -3.1% | -5.0% | +1.9% | -3.8% |
| 30D | -7.2% | -8.4% | +1.2% | -8.5% |
| 3M | +30.5% | -4.4% | +34.9% | +30.2% |
| 6M | +7.0% | -3.7% | +10.7% | +7.3% |
| YTD | -26.8% | +1.3% | -28.1% | -26.4% |
| 1Y | -42.6% | -14.0% | -28.6% | -40.2% |
| All | -42.6% | -12.7% | -29.9% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling