+11.4%
ZS vs PL
+570.0%
-558.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -13.4% | +5.6% | -19.0% | -14.1% |
| 30D | -16.6% | -16.9% | +0.3% | -15.0% |
| 3M | +10.3% | -38.2% | +48.5% | +16.0% |
| 6M | +28.1% | -63.4% | +91.6% | +40.6% |
| YTD | -13.3% | -27.6% | +14.3% | -15.5% |
| 1Y | -40.7% | +6.6% | -47.3% | -46.0% |
| 3Y | +11.4% | +557.6% | -546.2% | -32.2% |
| All | +11.4% | +570.0% | -558.6% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling