+124.3%
PM vs ZM
+30.9%
+93.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +1.2% |
| 7D | -1.3% | +1.6% | -2.9% | -1.3% |
| 30D | -2.6% | -7.7% | +5.2% | -2.5% |
| 3M | +5.8% | -4.7% | +10.5% | +5.8% |
| 6M | +10.6% | +24.4% | -13.9% | +9.1% |
| YTD | +17.2% | +11.8% | +5.4% | +16.1% |
| 1Y | +17.6% | +13.4% | +4.3% | +16.2% |
| 3Y | +124.3% | +33.8% | +90.4% | +112.0% |
| All | +124.3% | +30.9% | +93.4% | +112.0% |
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