+490.7%
ZS vs PR
+39.6%
+451.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | -13.4% | -9.5% | -3.9% | -12.8% |
| 30D | -16.6% | -5.7% | -10.9% | -16.3% |
| 3M | +10.3% | +3.0% | +7.3% | +10.1% |
| 6M | +28.1% | +11.8% | +16.3% | +27.0% |
| YTD | -13.3% | +58.5% | -71.8% | -16.3% |
| 1Y | -40.7% | +69.9% | -110.6% | -43.0% |
| 3Y | +11.4% | +84.9% | -73.5% | +6.0% |
| 5Y | -42.2% | +246.4% | -288.6% | -47.1% |
| All | +490.7% | +39.6% | +451.1% | +597.8% |
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