+12.4%
PFE vs ZM
+50.3%
-37.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -2.1% | +10.0% | -12.1% | -2.3% |
| 30D | +3.1% | -0.5% | +3.6% | +3.1% |
| 3M | +11.2% | -7.1% | +18.2% | +11.3% |
| 6M | +15.0% | -5.1% | +20.2% | +15.0% |
| YTD | +23.5% | +13.2% | +10.3% | +23.1% |
| 1Y | +18.9% | +15.3% | +3.6% | +18.4% |
| 3Y | +18.7% | +57.4% | -38.7% | +17.9% |
| 5Y | -24.0% | -61.7% | +37.7% | -26.5% |
| All | +12.4% | +50.3% | -37.9% | +2.4% |
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