+390.7%
ZS vs PSA
+115.8%
+274.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -9.2% | -0.4% | -8.8% | -9.1% |
| 30D | -4.0% | -8.2% | +4.2% | -1.6% |
| 3M | +25.3% | -2.1% | +27.4% | +25.9% |
| 6M | -1.3% | -0.2% | -1.1% | -2.2% |
| YTD | -28.0% | +18.5% | -46.5% | -33.0% |
| 1Y | -42.5% | +6.6% | -49.1% | -44.6% |
| 3Y | +0.7% | +24.5% | -23.7% | -10.5% |
| 5Y | -42.3% | +13.6% | -55.9% | -47.0% |
| All | +390.7% | +115.8% | +274.9% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling