+490.7%
ZS vs PTC
+144.6%
+346.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -13.4% | +1.3% | -14.7% | -14.1% |
| 30D | -16.6% | +1.1% | -17.7% | -17.1% |
| 3M | +10.3% | +30.1% | -19.8% | -10.1% |
| 6M | +28.1% | +34.0% | -5.9% | +1.4% |
| YTD | -13.3% | +12.8% | -26.2% | -22.4% |
| 1Y | -40.7% | +10.7% | -51.5% | -46.4% |
| 3Y | +11.4% | +29.6% | -18.3% | -11.4% |
| 5Y | -42.2% | +63.5% | -105.7% | -59.4% |
| All | +490.7% | +144.6% | +346.0% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling