+460.7%
PH vs ZM
+53.5%
+407.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.1% |
| 7D | +4.3% | +11.0% | -6.7% | +3.8% |
| 30D | +0.1% | +5.6% | -5.5% | -0.1% |
| 3M | -9.4% | -9.1% | -0.2% | -9.1% |
| 6M | +8.8% | -2.6% | +11.3% | +8.6% |
| YTD | +9.6% | +15.7% | -6.0% | +8.2% |
| 1Y | +14.4% | +18.8% | -4.3% | +12.7% |
| 3Y | +134.5% | +62.2% | +72.4% | +127.5% |
| 5Y | +204.4% | -60.9% | +265.3% | +183.6% |
| All | +460.7% | +53.5% | +407.2% | +439.1% |
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