+1,525.1%
PWR vs ZM
+48.4%
+1,476.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.8% | +7.2% | +2.6% |
| 7D | +4.5% | +1.6% | +2.9% | +4.4% |
| 30D | -4.9% | -7.7% | +2.8% | -4.6% |
| 3M | -7.9% | -4.7% | -3.2% | -7.8% |
| 6M | +18.3% | +24.4% | -6.1% | +16.5% |
| YTD | +51.5% | +11.8% | +39.7% | +49.8% |
| 1Y | +70.3% | +13.4% | +57.0% | +68.1% |
| 3Y | +210.6% | +33.8% | +176.8% | +202.6% |
| 5Y | +456.7% | -67.2% | +523.8% | +425.5% |
| All | +1,525.1% | +48.4% | +1,476.7% | +1,458.4% |
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