+503.2%
ZS vs PTC
+143.8%
+359.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -11.1% | +0.8% | -11.9% | -11.5% |
| 30D | -14.8% | +0.7% | -15.6% | -15.2% |
| 3M | +18.0% | +32.6% | -14.6% | -5.0% |
| 6M | +30.8% | +33.6% | -2.7% | +3.8% |
| YTD | -11.5% | +12.4% | -23.9% | -20.6% |
| 1Y | -37.8% | +11.2% | -49.0% | -43.9% |
| 3Y | +16.6% | +31.7% | -15.1% | -8.2% |
| 5Y | -43.6% | +60.1% | -103.6% | -59.9% |
| All | +503.2% | +143.8% | +359.4% | +225.6% |
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