+398.6%
ZS vs PSA
+112.1%
+286.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -3.1% | -1.8% | -1.3% | -2.6% |
| 30D | -7.2% | -8.4% | +1.2% | -4.9% |
| 3M | +30.5% | -7.8% | +38.3% | +33.4% |
| 6M | +7.0% | +0.8% | +6.2% | +5.6% |
| YTD | -26.8% | +16.5% | -43.3% | -31.6% |
| 1Y | -42.6% | +4.7% | -47.3% | -44.4% |
| 3Y | -0.3% | +21.1% | -21.4% | -10.7% |
| 5Y | -39.2% | +14.2% | -53.4% | -44.1% |
| All | +398.6% | +112.1% | +286.5% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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