+438.6%
PWR vs ZM
-67.8%
+506.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | +0.2% |
| 30D | -7.7% | -10.0% | +2.3% | -6.3% |
| 3M | -4.9% | +1.6% | -6.5% | -5.7% |
| 6M | +9.7% | +25.0% | -15.2% | +3.6% |
| YTD | +46.7% | +10.6% | +36.1% | +40.9% |
| 1Y | +58.7% | +14.0% | +44.8% | +51.2% |
| 3Y | +200.7% | +32.5% | +168.2% | +172.7% |
| 5Y | +438.6% | -68.3% | +506.9% | +476.0% |
| All | +438.6% | -67.8% | +506.4% | +476.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling