+762.5%
PANW vs ZM
+46.9%
+715.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +2.0% | -2.7% | +4.7% | +2.5% |
| 30D | -11.8% | -10.0% | -1.8% | -10.0% |
| 3M | +28.6% | +1.6% | +27.0% | +28.0% |
| 6M | +104.4% | +25.0% | +79.4% | +95.2% |
| YTD | +83.8% | +10.6% | +73.1% | +78.9% |
| 1Y | +71.5% | +14.0% | +57.6% | +65.9% |
| 3Y | +172.2% | +32.5% | +139.7% | +153.9% |
| 5Y | +332.2% | -68.3% | +400.5% | +364.2% |
| All | +762.5% | +46.9% | +715.7% | +694.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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