+12.7%
PFE vs ZM
+53.5%
-40.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -1.7% | +11.0% | -12.7% | -1.9% |
| 30D | +0.3% | +5.6% | -5.3% | +0.2% |
| 3M | +9.4% | -9.1% | +18.5% | +9.5% |
| 6M | +14.9% | -2.6% | +17.5% | +14.8% |
| YTD | +23.8% | +15.7% | +8.1% | +23.3% |
| 1Y | +19.5% | +18.8% | +0.8% | +19.0% |
| 3Y | +21.0% | +62.2% | -41.1% | +20.1% |
| 5Y | -23.9% | -60.9% | +37.0% | -26.4% |
| All | +12.7% | +53.5% | -40.9% | +2.6% |
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