+239.7%
PCAR vs ZM
+55.9%
+183.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | -0.5% | +2.9% | -3.5% | -0.6% |
| 30D | -6.2% | +0.7% | -6.9% | -6.3% |
| 3M | +5.9% | -3.7% | +9.6% | +6.0% |
| 6M | +0.4% | +29.9% | -29.5% | -0.4% |
| YTD | +14.8% | +17.4% | -2.6% | +14.1% |
| 1Y | +30.1% | +22.4% | +7.7% | +29.1% |
| 3Y | +66.7% | +41.3% | +25.4% | +64.6% |
| 5Y | +166.1% | -66.0% | +232.2% | +150.0% |
| All | +239.7% | +55.9% | +183.8% | +241.9% |
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