+1.6%
PPL vs ZM
+20.6%
-19.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | +0.2% |
| 7D | +2.7% | +2.9% | -0.3% | +2.8% |
| 30D | +0.5% | +0.7% | -0.2% | +0.6% |
| 3M | +0.7% | -3.7% | +4.3% | +0.6% |
| 6M | -7.6% | +29.9% | -37.5% | -6.4% |
| YTD | +1.8% | +17.4% | -15.6% | +3.2% |
| All | +1.6% | +20.6% | -19.0% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling