+1,645.9%
PLTR vs ZM
-79.4%
+1,725.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.7% |
| 7D | -9.1% | -2.7% | -6.4% | -7.8% |
| 30D | -5.2% | -10.0% | +4.8% | +0.5% |
| 3M | +27.4% | +1.6% | +25.8% | +26.0% |
| 6M | +9.7% | +25.0% | -15.2% | -5.8% |
| YTD | -6.7% | +10.6% | -17.3% | -15.7% |
| 1Y | -0.5% | +14.0% | -14.5% | -12.4% |
| 3Y | +996.2% | +32.5% | +963.8% | +763.0% |
| 5Y | +531.1% | -68.3% | +599.5% | +843.0% |
| All | +1,645.9% | -79.4% | +1,725.3% | +2,665.6% |
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