-22.2%
PFE vs ZM
-67.8%
+45.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -2.0% |
| 7D | -2.7% | +1.6% | -4.3% | -2.8% |
| 30D | +3.8% | -7.7% | +11.6% | +4.3% |
| 3M | +10.4% | -4.7% | +15.0% | +10.5% |
| 6M | +6.3% | +24.4% | -18.2% | +4.3% |
| YTD | +17.4% | +11.8% | +5.6% | +15.9% |
| 1Y | +21.1% | +13.4% | +7.8% | +19.4% |
| 3Y | -1.6% | +33.8% | -35.4% | -4.6% |
| 5Y | -22.2% | -67.2% | +45.0% | -34.0% |
| All | -22.2% | -67.8% | +45.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling