+0.6%
ZS vs PSA
+21.5%
-20.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.8% |
| 7D | -3.8% | -2.2% | -1.6% | -3.6% |
| 30D | -6.0% | -9.6% | +3.6% | -5.1% |
| 3M | +32.0% | -7.9% | +39.9% | +33.0% |
| 6M | +2.1% | -2.0% | +4.1% | +1.9% |
| YTD | -26.2% | +15.7% | -41.9% | -29.4% |
| 1Y | -41.2% | +5.8% | -46.9% | -42.5% |
| All | +0.6% | +21.5% | -20.9% | -10.7% |
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