+455.9%
PH vs ZM
+48.0%
+408.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -10.3% | -10.3% | 0.0% | -9.9% |
| 3M | +5.1% | -0.7% | +5.7% | +5.0% |
| 6M | +2.3% | +24.8% | -22.5% | +0.7% |
| YTD | +8.7% | +11.5% | -2.8% | +7.5% |
| 1Y | +26.8% | +12.3% | +14.4% | +25.2% |
| 3Y | +139.2% | +33.5% | +105.7% | +133.4% |
| 5Y | +251.1% | -67.5% | +318.6% | +225.1% |
| All | +455.9% | +48.0% | +408.0% | +435.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling