-43.6%
ZS vs PL
+20.8%
-64.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.4% | -13.4% | -5.1% |
| 7D | -16.9% | -6.8% | -10.1% | -15.8% |
| 30D | -7.4% | -29.3% | +21.9% | -1.2% |
| 3M | +21.6% | -44.8% | +66.3% | +35.5% |
| 6M | +42.4% | -68.4% | +110.8% | +71.0% |
| YTD | -12.1% | -36.4% | +24.2% | -12.9% |
| 1Y | -37.8% | +0.7% | -38.5% | -45.7% |
| 3Y | +20.9% | +455.3% | -434.4% | -45.8% |
| All | -43.6% | +20.8% | -64.3% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling