-38.6%
ZS vs PHM
+155.2%
-193.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -3.8% | -3.9% | 0.0% | -2.3% |
| 30D | -6.0% | -8.6% | +2.6% | -2.7% |
| 3M | +32.0% | -2.9% | +34.9% | +32.6% |
| 6M | +2.1% | -5.7% | +7.8% | +2.6% |
| YTD | -26.2% | +1.9% | -28.0% | -29.6% |
| 1Y | -41.2% | -12.3% | -28.8% | -39.9% |
| 3Y | +3.3% | +50.8% | -47.5% | -32.1% |
| All | -38.6% | +155.2% | -193.9% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling