+267.2%
PSX vs ZM
+48.0%
+219.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | +21.6% | -10.3% | +31.9% | +21.4% |
| 3M | +46.5% | -0.7% | +47.1% | +46.5% |
| 6M | +62.0% | +24.8% | +37.2% | +63.4% |
| YTD | +106.3% | +11.5% | +94.9% | +107.4% |
| 1Y | +103.0% | +12.3% | +90.6% | +104.2% |
| 3Y | +135.5% | +33.5% | +102.1% | +138.9% |
| 5Y | +368.5% | -67.5% | +436.0% | +313.7% |
| All | +267.2% | +48.0% | +219.2% | +258.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling