+403.3%
ZS vs PNC
+104.0%
+299.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -3.8% | -0.7% | -3.1% | -3.6% |
| 30D | -6.0% | -4.4% | -1.6% | -4.9% |
| 3M | +32.0% | +4.5% | +27.5% | +30.4% |
| 6M | +2.1% | +19.1% | -16.9% | -3.0% |
| YTD | -26.2% | +18.0% | -44.2% | -29.7% |
| 1Y | -41.2% | +24.1% | -65.2% | -44.8% |
| 3Y | +3.3% | +130.0% | -126.7% | -17.3% |
| 5Y | -40.7% | +50.4% | -91.1% | -48.8% |
| All | +403.3% | +104.0% | +299.3% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling