-81.4%
PYPL vs ZM
-67.6%
-13.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -4.3% | +0.3% | -4.7% | -4.6% |
| 30D | -11.5% | -10.3% | -1.2% | -7.3% |
| 3M | +26.1% | -0.7% | +26.8% | +25.2% |
| 6M | +13.7% | +24.8% | -11.1% | -0.9% |
| YTD | -9.8% | +11.5% | -21.3% | -17.7% |
| 1Y | -22.1% | +12.3% | -34.4% | -29.4% |
| 3Y | -13.5% | +33.5% | -47.0% | -30.5% |
| All | -81.4% | -67.6% | -13.8% | -75.5% |
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