+136.4%
PH vs ZM
+49.8%
+86.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +2.1% | -1.0% | +3.1% | +2.3% |
| 30D | +0.3% | -7.0% | +7.3% | +1.1% |
| 3M | -8.8% | -15.2% | +6.4% | -7.2% |
| 6M | +10.0% | -16.8% | +26.8% | +12.3% |
| YTD | +10.5% | +5.4% | +5.1% | +6.2% |
| 1Y | +15.5% | +9.3% | +6.2% | +9.6% |
| 3Y | +136.4% | +46.5% | +89.9% | +107.5% |
| All | +136.4% | +49.8% | +86.5% | +107.5% |
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