+42.8%
PEP vs ZM
+39.9%
+2.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | +4.6% | -1.0% | +5.6% | +4.6% |
| 30D | +14.0% | -7.0% | +21.0% | +14.1% |
| 3M | +5.4% | -15.2% | +20.6% | +5.6% |
| 6M | -5.1% | -16.8% | +11.6% | -5.0% |
| YTD | +3.1% | +5.4% | -2.2% | +2.9% |
| 1Y | +4.8% | +9.3% | -4.5% | +4.4% |
| 3Y | -4.1% | +46.5% | -50.6% | -5.0% |
| 5Y | +3.0% | -63.8% | +66.8% | +1.5% |
| All | +42.8% | +39.9% | +2.9% | +35.1% |
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