-49.8%
PYPL vs ZM
+46.9%
-96.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -5.9% | -2.7% | -3.2% | -5.2% |
| 30D | -9.4% | -10.0% | +0.6% | -6.8% |
| 3M | +31.3% | +1.6% | +29.7% | +30.0% |
| 6M | +19.1% | +25.0% | -5.9% | +10.1% |
| YTD | -7.9% | +10.6% | -18.5% | -12.1% |
| 1Y | -17.9% | +14.0% | -31.8% | -22.5% |
| 3Y | -11.6% | +32.5% | -44.1% | -21.0% |
| 5Y | -81.0% | -68.3% | -12.7% | -78.3% |
| All | -49.8% | +46.9% | -96.7% | -52.7% |
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