-17.5%
PINS vs ZM
+48.4%
-65.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.6% | +0.5% |
| 7D | -5.2% | +1.6% | -6.8% | -5.9% |
| 30D | -14.9% | -7.7% | -7.2% | -12.8% |
| 3M | -8.4% | -4.7% | -3.8% | -7.4% |
| 6M | +0.6% | +24.4% | -23.8% | -8.0% |
| YTD | -22.2% | +11.8% | -34.0% | -26.8% |
| 1Y | -46.9% | +13.4% | -60.3% | -50.4% |
| 3Y | -26.9% | +33.8% | -60.7% | -37.1% |
| 5Y | -63.0% | -67.2% | +4.2% | -53.6% |
| All | -17.5% | +48.4% | -65.8% | -15.3% |
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