+499.0%
ZS vs PR
+39.8%
+459.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.2% |
| 7D | -16.9% | -16.4% | -0.5% | -15.9% |
| 30D | -7.4% | -1.9% | -5.5% | -7.3% |
| 3M | +21.6% | +8.0% | +13.6% | +20.9% |
| 6M | +42.4% | +4.1% | +38.3% | +41.8% |
| YTD | -12.1% | +58.7% | -70.8% | -15.1% |
| 1Y | -37.8% | +75.8% | -113.7% | -40.4% |
| 3Y | +20.9% | +73.2% | -52.2% | +15.5% |
| 5Y | -41.6% | +230.1% | -271.7% | -46.5% |
| All | +499.0% | +39.8% | +459.2% | +607.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling