+242.7%
PWR vs ZM
+61.1%
+181.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | +11.3% | +11.0% | +0.3% | +9.9% |
| 30D | -8.9% | +5.6% | -14.5% | -9.5% |
| 3M | -10.5% | -9.1% | -1.4% | -10.0% |
| 6M | -22.2% | -2.6% | -19.6% | -22.2% |
| YTD | +42.7% | +15.7% | +27.1% | +37.9% |
| 1Y | +41.1% | +18.8% | +22.4% | +35.4% |
| 3Y | +242.7% | +62.2% | +180.6% | +214.2% |
| All | +242.7% | +61.1% | +181.7% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling