+264.0%
PSX vs ZM
+46.9%
+217.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.9% |
| 7D | +1.5% | -2.7% | +4.2% | +1.4% |
| 30D | +15.8% | -10.0% | +25.8% | +15.6% |
| 3M | +43.0% | +1.6% | +41.4% | +43.1% |
| 6M | +61.1% | +25.0% | +36.1% | +62.5% |
| YTD | +104.5% | +10.6% | +93.9% | +105.6% |
| 1Y | +102.5% | +14.0% | +88.6% | +103.9% |
| 3Y | +133.5% | +32.5% | +101.0% | +136.7% |
| 5Y | +367.0% | -68.3% | +435.3% | +311.2% |
| All | +264.0% | +46.9% | +217.1% | +255.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling