+233.7%
PCAR vs ZM
+48.4%
+185.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.1% | -1.7% |
| 7D | 0.0% | +1.6% | -1.6% | 0.0% |
| 30D | -7.7% | -7.7% | 0.0% | -7.6% |
| 3M | +3.7% | -4.7% | +8.4% | +3.8% |
| 6M | +2.3% | +24.4% | -22.1% | +1.6% |
| YTD | +12.8% | +11.8% | +1.0% | +12.2% |
| 1Y | +27.8% | +13.4% | +14.4% | +27.0% |
| 3Y | +61.8% | +33.8% | +28.0% | +60.0% |
| 5Y | +168.2% | -67.2% | +235.4% | +152.4% |
| All | +233.7% | +48.4% | +185.3% | +236.2% |
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