-40.0%
ZS vs PL
+82.7%
-122.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -7.8% | -9.3% | +1.5% | -6.2% |
| 30D | +5.0% | -18.9% | +24.0% | +9.2% |
| 3M | +25.5% | -58.4% | +83.9% | +46.2% |
| 6M | +8.7% | -30.3% | +39.0% | +8.6% |
| YTD | -24.5% | -8.1% | -16.4% | -29.9% |
| 1Y | -36.7% | +180.5% | -217.2% | -57.5% |
| 3Y | +7.2% | +444.1% | -436.9% | -48.7% |
| All | -40.0% | +82.7% | -122.6% | -68.5% |
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