+447.1%
PH vs ZM
+46.9%
+400.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.6% |
| 7D | -3.1% | -2.7% | -0.4% | -3.0% |
| 30D | -11.8% | -10.0% | -1.8% | -11.4% |
| 3M | +6.9% | +1.6% | +5.3% | +6.7% |
| 6M | -1.3% | +25.0% | -26.2% | -2.8% |
| YTD | +7.0% | +10.6% | -3.7% | +5.8% |
| 1Y | +23.1% | +14.0% | +9.2% | +21.5% |
| 3Y | +135.4% | +32.5% | +102.9% | +129.8% |
| 5Y | +250.3% | -68.3% | +318.7% | +224.1% |
| All | +447.1% | +46.9% | +400.2% | +427.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling