-43.6%
ZS vs PR
+257.5%
-301.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.2% |
| 7D | -13.7% | -0.5% | -13.2% | -13.5% |
| 30D | -14.2% | -4.6% | -9.6% | -13.3% |
| 3M | +8.5% | +4.7% | +3.8% | +7.2% |
| 6M | +30.2% | +12.4% | +17.7% | +26.1% |
| YTD | -13.8% | +62.9% | -76.7% | -24.0% |
| 1Y | -41.5% | +70.6% | -112.1% | -49.1% |
| 3Y | +10.7% | +90.0% | -79.3% | -8.3% |
| 5Y | -43.6% | +255.5% | -299.1% | -60.2% |
| All | -43.6% | +257.5% | -301.1% | -60.2% |
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