+8.0%
ZS vs PSA
+54.3%
-46.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.6% | -1.4% | -1.2% | -2.6% |
| 30D | -12.8% | +15.2% | -28.0% | -13.2% |
| 3M | +2.3% | +2.2% | +0.1% | +2.3% |
| 6M | +26.3% | +11.7% | +14.6% | +25.8% |
| YTD | -14.4% | +32.0% | -46.4% | -17.7% |
| 1Y | -37.6% | +26.3% | -63.9% | -39.4% |
| 3Y | +8.0% | +52.4% | -44.3% | -9.9% |
| All | +8.0% | +54.3% | -46.3% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling