+403.3%
ZS vs PPG
+10.6%
+392.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.3% |
| 7D | -3.8% | -3.7% | -0.1% | -2.7% |
| 30D | -6.0% | -7.2% | +1.2% | -3.8% |
| 3M | +32.0% | -7.3% | +39.3% | +34.7% |
| 6M | +2.1% | +0.3% | +1.9% | +0.1% |
| YTD | -26.2% | +6.5% | -32.7% | -29.9% |
| 1Y | -41.2% | +0.5% | -41.7% | -43.0% |
| 3Y | +3.3% | -15.3% | +18.6% | +5.4% |
| 5Y | -40.7% | -22.9% | -17.8% | -40.1% |
| All | +403.3% | +10.6% | +392.7% | +389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling