+0.7%
PFE vs ZM
+38.4%
-37.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.6% |
| 7D | +1.8% | +2.9% | -1.2% | +1.5% |
| 30D | +10.2% | +0.7% | +9.5% | +10.1% |
| 3M | +12.7% | -3.7% | +16.4% | +12.8% |
| 6M | +10.5% | +29.9% | -19.3% | +6.5% |
| YTD | +20.2% | +17.4% | +2.7% | +16.8% |
| 1Y | +24.1% | +22.4% | +1.7% | +19.7% |
| All | +0.7% | +38.4% | -37.8% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling