+67.6%
PCAR vs ZM
+38.4%
+29.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.2% |
| 7D | -0.5% | +2.9% | -3.5% | -0.8% |
| 30D | -6.2% | +0.7% | -6.9% | -6.4% |
| 3M | +5.9% | -3.7% | +9.6% | +6.4% |
| 6M | +0.4% | +29.9% | -29.5% | -4.6% |
| YTD | +14.8% | +17.4% | -2.6% | +10.3% |
| 1Y | +30.1% | +22.4% | +7.7% | +23.6% |
| All | +67.6% | +38.4% | +29.1% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling