+6.8%
PFE vs ZM
+48.0%
-41.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -4.3% | +0.3% | -4.6% | -4.3% |
| 30D | +2.7% | -10.3% | +13.0% | +2.9% |
| 3M | +10.0% | -0.7% | +10.7% | +10.0% |
| 6M | +7.2% | +24.8% | -17.6% | +6.7% |
| YTD | +17.3% | +11.5% | +5.9% | +17.0% |
| 1Y | +20.3% | +12.3% | +8.0% | +19.9% |
| 3Y | -1.6% | +33.5% | -35.1% | -2.3% |
| 5Y | -21.4% | -67.5% | +46.1% | -24.1% |
| All | +6.8% | +48.0% | -41.2% | -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 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