+35.9%
PEP vs ZM
+48.0%
-12.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | +0.3% | -10.3% | +10.6% | +0.5% |
| 3M | -3.2% | -0.7% | -2.6% | -3.3% |
| 6M | -13.6% | +24.8% | -38.4% | -13.9% |
| YTD | -1.9% | +11.5% | -13.3% | -2.1% |
| 1Y | -0.6% | +12.3% | -12.9% | -0.9% |
| 3Y | -13.6% | +33.5% | -47.1% | -14.3% |
| 5Y | +3.2% | -67.5% | +70.7% | +1.6% |
| All | +35.9% | +48.0% | -12.0% | +28.5% |
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 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