+398.6%
ZS vs PPG
+8.9%
+389.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.1% | -6.2% | +3.1% | -1.1% |
| 30D | -7.2% | -7.9% | +0.7% | -4.8% |
| 3M | +30.5% | -10.2% | +40.7% | +34.6% |
| 6M | +7.0% | +2.7% | +4.3% | +3.9% |
| YTD | -26.8% | +4.9% | -31.7% | -30.2% |
| 1Y | -42.6% | -3.2% | -39.4% | -43.7% |
| 3Y | -0.3% | -17.0% | +16.7% | +2.4% |
| 5Y | -39.2% | -23.3% | -15.9% | -38.3% |
| All | +398.6% | +8.9% | +389.7% | +387.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling