+483.2%
ZS vs PTC
+144.0%
+339.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -2.6% | +0.5% | -3.1% | -2.9% |
| 30D | -12.8% | +1.2% | -14.0% | -13.4% |
| 3M | +2.3% | +27.4% | -25.1% | -15.5% |
| 6M | +26.3% | +39.2% | -12.9% | -2.5% |
| YTD | -14.4% | +12.5% | -26.9% | -23.3% |
| 1Y | -37.6% | +12.3% | -49.9% | -44.1% |
| 3Y | +8.0% | +28.8% | -20.8% | -13.7% |
| 5Y | -44.9% | +60.9% | -105.7% | -61.0% |
| All | +483.2% | +144.0% | +339.3% | +214.7% |
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