+398.6%
ZS vs PSLV
+247.4%
+151.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -3.1% | -3.5% | +0.4% | -2.6% |
| 30D | -7.2% | -2.1% | -5.1% | -6.9% |
| 3M | +30.5% | -1.6% | +32.1% | +30.5% |
| 6M | +7.0% | -25.5% | +32.5% | +11.1% |
| YTD | -26.8% | -11.4% | -15.4% | -29.5% |
| 1Y | -42.6% | +48.6% | -91.2% | -52.0% |
| 3Y | -0.3% | +166.9% | -167.2% | -29.5% |
| 5Y | -39.2% | +152.4% | -191.6% | -57.2% |
| All | +398.6% | +247.4% | +151.2% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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