+134.1%
PSX vs ZM
+30.9%
+103.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +2.3% |
| 7D | +2.8% | +1.6% | +1.2% | +2.5% |
| 30D | +27.8% | -7.7% | +35.5% | +29.1% |
| 3M | +42.0% | -4.7% | +46.7% | +42.5% |
| 6M | +58.1% | +24.4% | +33.7% | +51.5% |
| YTD | +105.0% | +11.8% | +93.3% | +98.7% |
| 1Y | +104.9% | +13.4% | +91.6% | +97.5% |
| 3Y | +134.1% | +33.8% | +100.2% | +114.6% |
| All | +134.1% | +30.9% | +103.2% | +114.6% |
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