+1,554.4%
PWR vs ZM
+47.0%
+1,507.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +4.2% | -5.7% | +9.9% | +4.5% |
| 30D | -4.0% | -9.1% | +5.0% | -3.6% |
| 3M | -4.8% | +3.5% | -8.3% | -5.1% |
| 6M | +14.6% | +25.7% | -11.0% | +12.8% |
| YTD | +54.2% | +10.8% | +43.5% | +52.5% |
| 1Y | +67.1% | +12.8% | +54.3% | +65.0% |
| 3Y | +218.5% | +33.1% | +185.3% | +210.3% |
| 5Y | +466.3% | -68.3% | +534.6% | +434.2% |
| All | +1,554.4% | +47.0% | +1,507.3% | +1,487.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling