+1,735.1%
PLTR vs ZM
-78.2%
+1,813.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.7% | -6.4% |
| 7D | -6.4% | +2.9% | -9.4% | -8.1% |
| 30D | +10.0% | +0.7% | +9.4% | +9.2% |
| 3M | +23.0% | -3.7% | +26.7% | +25.7% |
| 6M | +13.8% | +29.9% | -16.1% | -4.5% |
| YTD | -1.9% | +17.4% | -19.4% | -14.5% |
| 1Y | +11.6% | +22.4% | -10.7% | -5.8% |
| 3Y | +1,048.4% | +41.3% | +1,007.1% | +769.6% |
| 5Y | +554.4% | -66.0% | +620.4% | +840.1% |
| All | +1,735.1% | -78.2% | +1,813.2% | +2,705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling