+259.2%
PSX vs ZM
+55.9%
+203.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.3% |
| 7D | +4.5% | +2.9% | +1.6% | +4.6% |
| 30D | +26.6% | +0.7% | +25.9% | +26.7% |
| 3M | +39.3% | -3.7% | +43.0% | +39.2% |
| 6M | +56.8% | +29.9% | +26.9% | +58.3% |
| YTD | +101.8% | +17.4% | +84.4% | +103.2% |
| 1Y | +99.6% | +22.4% | +77.2% | +101.3% |
| 3Y | +140.3% | +41.3% | +99.1% | +144.1% |
| 5Y | +339.3% | -66.0% | +405.4% | +288.0% |
| All | +259.2% | +55.9% | +203.3% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling