-45.1%
PYPL vs ZM
+50.3%
-95.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.1% | +10.0% | -11.1% | -3.9% |
| 30D | +3.8% | -0.5% | +4.3% | +3.6% |
| 3M | -1.3% | -7.1% | +5.8% | +0.2% |
| 6M | +29.0% | -5.1% | +34.2% | +29.2% |
| YTD | +0.7% | +13.2% | -12.5% | -4.9% |
| 1Y | -12.3% | +15.3% | -27.6% | -17.8% |
| 3Y | +7.6% | +57.4% | -49.8% | -8.6% |
| 5Y | -71.7% | -61.7% | -10.0% | -68.7% |
| All | -45.1% | +50.3% | -95.4% | -48.8% |
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