+270.2%
PSX vs ZM
+50.3%
+219.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +6.4% | +10.0% | -3.6% | +6.7% |
| 30D | -10.2% | -0.5% | -9.7% | -10.2% |
| 3M | +17.2% | -7.1% | +24.2% | +17.0% |
| 6M | +51.8% | -5.1% | +56.9% | +51.6% |
| YTD | +108.0% | +13.2% | +94.8% | +109.2% |
| 1Y | +96.1% | +15.3% | +80.8% | +97.4% |
| 3Y | +155.9% | +57.4% | +98.4% | +162.0% |
| 5Y | +306.9% | -61.7% | +368.6% | +266.0% |
| All | +270.2% | +50.3% | +219.9% | +261.4% |
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