-21.9%
PINS vs ZM
+41.1%
-63.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -6.2% | -0.3% | -5.9% | -6.0% |
| 30D | -10.9% | -6.2% | -4.8% | -8.9% |
| 3M | -19.5% | -12.2% | -7.3% | -16.0% |
| 6M | -10.4% | -16.0% | +5.6% | -5.5% |
| YTD | -26.4% | +6.3% | -32.7% | -29.4% |
| 1Y | -29.6% | +12.3% | -41.9% | -34.0% |
| 3Y | -39.0% | +51.2% | -90.2% | -49.8% |
| 5Y | -59.1% | -64.5% | +5.4% | -49.2% |
| All | -21.9% | +41.1% | -63.0% | -18.4% |
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