-31.6%
ZS vs PPG
+38.5%
-70.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | +1.1% |
| 7D | -12.3% | +7.5% | -19.7% | -10.3% |
| 30D | +11.2% | +20.9% | -9.7% | +17.3% |
| 3M | +37.5% | +8.7% | +28.8% | +41.0% |
| 6M | +57.8% | +23.8% | +34.0% | +70.8% |
| YTD | -0.2% | +26.5% | -26.7% | +8.8% |
| 1Y | -31.6% | +37.6% | -69.2% | -26.1% |
| All | -31.6% | +38.5% | -70.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling