+37.7%
PEP vs ZM
+48.4%
-10.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +0.7% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +0.7% | -7.7% | +8.4% | +0.8% |
| 3M | -0.5% | -4.7% | +4.1% | -0.5% |
| 6M | -11.3% | +24.4% | -35.7% | -11.7% |
| YTD | -0.6% | +11.8% | -12.4% | -0.9% |
| 1Y | +1.7% | +13.4% | -11.7% | +1.3% |
| 3Y | -12.5% | +33.8% | -46.3% | -13.2% |
| 5Y | +3.9% | -67.2% | +71.0% | +2.3% |
| All | +37.7% | +48.4% | -10.7% | +30.2% |
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