-1.5%
ZS vs PL
+46.3%
-47.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -13.7% | +13.4% | -27.0% | -16.0% |
| 30D | -14.2% | -10.2% | -4.0% | -12.7% |
| 3M | +8.5% | -39.5% | +48.0% | +18.6% |
| 6M | +30.2% | -65.7% | +95.9% | +54.6% |
| YTD | -13.8% | -27.3% | +13.4% | -16.9% |
| 1Y | -41.5% | +15.0% | -56.5% | -50.3% |
| 3Y | +10.7% | +560.8% | -550.1% | -52.4% |
| 5Y | -43.6% | +38.4% | -82.0% | -66.8% |
| All | -1.5% | +46.3% | -47.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling