-40.0%
ZS vs PR
+433.6%
-473.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -7.8% | +2.9% | -10.7% | -8.4% |
| 30D | +5.0% | +18.0% | -13.0% | +1.4% |
| 3M | +25.5% | +16.9% | +8.7% | +20.9% |
| 6M | +8.7% | +28.2% | -19.5% | +2.3% |
| YTD | -24.5% | +69.3% | -93.8% | -33.4% |
| 1Y | -36.7% | +69.5% | -106.2% | -44.5% |
| 3Y | +7.2% | +81.7% | -74.5% | -9.6% |
| All | -40.0% | +433.6% | -473.6% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling