+3.3%
PEP vs ZM
-66.2%
+69.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -0.8% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | +0.2% | +0.7% | -0.5% | +0.2% |
| 3M | -1.1% | -3.7% | +2.6% | -1.1% |
| 6M | -13.5% | +29.9% | -43.4% | -14.6% |
| YTD | -1.2% | +17.4% | -18.6% | -2.2% |
| 1Y | -1.6% | +22.4% | -23.9% | -2.8% |
| 3Y | -12.5% | +41.3% | -53.8% | -14.8% |
| All | +3.3% | -66.2% | +69.4% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling