+363.8%
PSX vs ZM
-67.8%
+431.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +2.1% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | +27.8% | -7.7% | +35.5% | +28.7% |
| 3M | +42.0% | -4.7% | +46.7% | +42.4% |
| 6M | +58.1% | +24.4% | +33.7% | +54.0% |
| YTD | +105.0% | +11.8% | +93.3% | +101.2% |
| 1Y | +104.9% | +13.4% | +91.6% | +100.5% |
| 3Y | +134.1% | +33.8% | +100.2% | +123.5% |
| 5Y | +363.8% | -67.2% | +431.0% | +362.5% |
| All | +363.8% | -67.8% | +431.6% | +362.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling