+253.8%
PH vs ZM
-67.8%
+321.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +0.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.1% |
| 30D | -10.8% | -7.7% | -3.1% | -9.8% |
| 3M | +8.5% | -4.7% | +13.1% | +8.8% |
| 6M | +3.9% | +24.4% | -20.5% | -2.2% |
| YTD | +9.4% | +11.8% | -2.3% | +4.5% |
| 1Y | +26.8% | +13.4% | +13.4% | +20.4% |
| 3Y | +140.8% | +33.8% | +107.0% | +117.3% |
| 5Y | +253.8% | -67.2% | +320.9% | +236.8% |
| All | +253.8% | -67.8% | +321.6% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling