+273.0%
PSX vs ZM
+53.5%
+219.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.8% |
| 7D | +7.8% | +11.0% | -3.2% | +8.1% |
| 30D | -10.9% | +5.6% | -16.5% | -10.8% |
| 3M | +14.5% | -9.1% | +23.6% | +14.3% |
| 6M | +56.1% | -2.6% | +58.7% | +56.1% |
| YTD | +109.6% | +15.7% | +93.9% | +110.9% |
| 1Y | +95.5% | +18.8% | +76.8% | +97.0% |
| 3Y | +156.2% | +62.2% | +94.0% | +162.6% |
| 5Y | +310.0% | -60.9% | +370.9% | +269.0% |
| All | +273.0% | +53.5% | +219.5% | +264.3% |
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 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