-36.7%
ZS vs PTC
-33.3%
-3.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.5% | -0.1% |
| 7D | -7.8% | -10.3% | +2.4% | -0.2% |
| 30D | +5.0% | +1.1% | +3.9% | +4.6% |
| 3M | +25.5% | +1.6% | +23.9% | +24.7% |
| 6M | +8.7% | -13.5% | +22.2% | +23.7% |
| YTD | -24.5% | -19.1% | -5.5% | -11.9% |
| 1Y | -36.7% | -33.9% | -2.8% | -16.3% |
| All | -36.7% | -33.3% | -3.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling