+188.0%
PCAR vs ZM
+41.1%
+146.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +3.6% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | -2.1% | -6.2% | +4.0% | -2.0% |
| 3M | -20.4% | -12.2% | -8.1% | -20.2% |
| 6M | -7.0% | -16.0% | +9.1% | -6.7% |
| YTD | -2.6% | +6.3% | -8.9% | -3.1% |
| 1Y | +9.8% | +12.3% | -2.5% | +9.1% |
| 3Y | +37.3% | +51.2% | -14.0% | +35.8% |
| 5Y | +116.4% | -64.5% | +181.0% | +105.1% |
| All | +188.0% | +41.1% | +146.9% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling