-1.0%
ZS vs PNC
+129.9%
-130.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -1.9% |
| 7D | -8.1% | -0.9% | -7.2% | -7.7% |
| 30D | -8.4% | -4.4% | -4.0% | -6.9% |
| 3M | +31.1% | +5.3% | +25.8% | +28.4% |
| 6M | +4.4% | +19.6% | -15.2% | -3.8% |
| YTD | -27.3% | +19.1% | -46.5% | -32.8% |
| 1Y | -41.4% | +24.3% | -65.7% | -46.9% |
| All | -1.0% | +129.9% | -130.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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