-38.6%
ZS vs PNR
-21.7%
-16.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -3.1% | -6.0% | +2.9% | +0.9% |
| 30D | -7.2% | -14.0% | +6.8% | +2.3% |
| 3M | +30.5% | -21.7% | +52.2% | +50.1% |
| 6M | +7.0% | -37.3% | +44.2% | +41.8% |
| YTD | -26.8% | -45.1% | +18.3% | +6.2% |
| 1Y | -42.6% | -49.1% | +6.5% | -11.6% |
| 3Y | -0.3% | -14.8% | +14.5% | -6.7% |
| All | -38.6% | -21.7% | -16.9% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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