-36.7%
ZS vs PR
+76.5%
-113.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.6% |
| 7D | -7.8% | +2.9% | -10.7% | -7.7% |
| 30D | +5.0% | +18.0% | -13.0% | +5.9% |
| 3M | +25.5% | +16.9% | +8.7% | +26.5% |
| 6M | +8.7% | +28.2% | -19.5% | +10.3% |
| YTD | -24.5% | +69.3% | -93.8% | -20.6% |
| 1Y | -36.7% | +69.5% | -106.2% | -35.9% |
| All | -36.7% | +76.5% | -113.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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