+243.1%
PM vs ZM
+53.5%
+189.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -1.0% | +1.2% |
| 7D | +0.5% | +11.0% | -10.5% | +0.7% |
| 30D | -3.2% | +5.6% | -8.9% | -3.1% |
| 3M | +6.2% | -9.1% | +15.4% | +6.2% |
| 6M | +7.7% | -2.6% | +10.2% | +7.7% |
| YTD | +27.3% | +15.7% | +11.6% | +27.6% |
| 1Y | +32.8% | +18.8% | +14.0% | +33.1% |
| 3Y | +150.0% | +62.2% | +87.8% | +151.6% |
| 5Y | +164.2% | -60.9% | +225.1% | +153.6% |
| All | +243.1% | +53.5% | +189.5% | +233.1% |
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