+9.4%
PFE vs ZM
+55.9%
-46.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.3% |
| 7D | +1.8% | +2.9% | -1.2% | +1.7% |
| 30D | +10.2% | +0.7% | +9.5% | +10.2% |
| 3M | +12.7% | -3.7% | +16.4% | +12.7% |
| 6M | +10.5% | +29.9% | -19.3% | +10.0% |
| YTD | +20.2% | +17.4% | +2.7% | +19.7% |
| 1Y | +24.1% | +22.4% | +1.7% | +23.5% |
| 3Y | -3.6% | +41.3% | -44.9% | -4.3% |
| 5Y | -20.9% | -66.0% | +45.2% | -23.7% |
| All | +9.4% | +55.9% | -46.5% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling