+143.2%
PM vs ZM
+48.0%
+95.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.4% |
| 7D | -7.3% | -0.3% | -7.0% | -7.3% |
| 30D | -4.0% | -6.2% | +2.2% | -4.1% |
| 3M | +2.7% | -12.2% | +15.0% | +2.7% |
| 6M | +14.9% | -16.0% | +30.9% | +14.9% |
| YTD | +23.5% | +6.3% | +17.3% | +22.6% |
| 1Y | +30.4% | +12.3% | +18.1% | +28.9% |
| 3Y | +143.2% | +51.2% | +92.0% | +132.1% |
| All | +143.2% | +48.0% | +95.2% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling