-41.2%
ZS vs PTC
-39.6%
-1.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +5.0% |
| 7D | -3.8% | -13.6% | +9.7% | +7.0% |
| 30D | -6.0% | -14.7% | +8.7% | +5.8% |
| 3M | +32.0% | -5.9% | +37.9% | +38.0% |
| 6M | +2.1% | -21.1% | +23.3% | +25.1% |
| YTD | -26.2% | -26.0% | -0.1% | -7.2% |
| 1Y | -41.2% | -36.8% | -4.3% | -14.5% |
| All | -41.2% | -39.6% | -1.5% | -14.5% |
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