+403.3%
ZS vs PTC
+60.4%
+342.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +4.8% |
| 7D | -3.8% | -13.6% | +9.7% | +5.9% |
| 30D | -6.0% | -14.7% | +8.7% | +4.6% |
| 3M | +32.0% | -5.9% | +37.9% | +35.0% |
| 6M | +2.1% | -21.1% | +23.3% | +19.5% |
| YTD | -26.2% | -26.0% | -0.1% | -9.8% |
| 1Y | -41.2% | -36.8% | -4.3% | -20.5% |
| 3Y | +3.3% | -10.3% | +13.6% | +8.3% |
| 5Y | -40.7% | +1.2% | -41.9% | -41.7% |
| All | +403.3% | +60.4% | +342.9% | +270.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling