+403.3%
ZS vs PNR
+34.6%
+368.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.4% | +3.4% |
| 7D | -3.8% | -3.9% | 0.0% | -2.1% |
| 30D | -6.0% | -13.8% | +7.8% | +0.6% |
| 3M | +32.0% | -22.5% | +54.5% | +46.6% |
| 6M | +2.1% | -37.2% | +39.3% | +24.2% |
| YTD | -26.2% | -44.2% | +18.1% | -5.3% |
| 1Y | -41.2% | -46.6% | +5.5% | -22.9% |
| 3Y | +3.3% | -12.5% | +15.8% | +4.5% |
| 5Y | -40.7% | -19.3% | -21.4% | -42.2% |
| All | +403.3% | +34.6% | +368.8% | +346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling