-36.7%
ZS vs PL
+176.6%
-213.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.4% |
| 7D | -7.8% | -9.3% | +1.5% | -7.4% |
| 30D | +5.0% | -18.9% | +24.0% | +6.2% |
| 3M | +25.5% | -58.4% | +83.9% | +30.7% |
| 6M | +8.7% | -30.3% | +39.0% | +6.8% |
| YTD | -24.5% | -8.1% | -16.4% | -27.8% |
| 1Y | -36.7% | +180.5% | -217.2% | -44.3% |
| All | -36.7% | +176.6% | -213.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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