+212.1%
PM vs ZM
+55.9%
+156.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.2% | -1.9% |
| 7D | -4.9% | +2.9% | -7.8% | -4.8% |
| 30D | -3.4% | +0.7% | -4.1% | -3.4% |
| 3M | +5.2% | -3.7% | +8.9% | +5.2% |
| 6M | +3.7% | +29.9% | -26.2% | +4.0% |
| YTD | +15.8% | +17.4% | -1.7% | +16.0% |
| 1Y | +17.4% | +22.4% | -5.0% | +17.7% |
| 3Y | +116.9% | +41.3% | +75.6% | +117.7% |
| 5Y | +117.3% | -66.0% | +183.3% | +107.0% |
| All | +212.1% | +55.9% | +156.2% | +202.9% |
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