+1.6%
PG vs ZM
+33.5%
-31.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -5.7% | +4.9% | -0.9% |
| 30D | +0.8% | -9.1% | +9.9% | +0.8% |
| 3M | -1.3% | +3.5% | -4.9% | -1.3% |
| 6M | -3.8% | +25.7% | -29.5% | -3.8% |
| YTD | +3.6% | +10.8% | -7.1% | +3.5% |
| 1Y | -5.7% | +12.8% | -18.5% | -5.9% |
| 3Y | +1.6% | +33.1% | -31.6% | +2.2% |
| All | +1.6% | +33.5% | -31.9% | +2.2% |
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