-0.3%
PEP vs ZM
+12.9%
-13.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.4% |
| 3M | -3.2% | -0.7% | -2.6% | -3.6% |
| 6M | -13.6% | +24.8% | -38.4% | -13.2% |
| YTD | -1.9% | +11.5% | -13.3% | -1.7% |
| All | -0.3% | +12.9% | -13.2% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling