+54.1%
ZM vs PBF
+177.8%
-123.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.2% |
| 7D | -5.7% | +5.3% | -11.0% | -5.5% |
| 30D | -9.1% | +11.7% | -20.8% | -8.7% |
| 3M | +3.5% | +91.1% | -87.6% | +5.9% |
| 6M | +25.7% | +88.4% | -62.8% | +28.7% |
| YTD | +10.8% | +194.1% | -183.3% | +15.7% |
| 1Y | +12.8% | +180.4% | -167.6% | +17.8% |
| 3Y | +33.1% | +59.3% | -26.2% | +34.7% |
| 5Y | -68.3% | +816.3% | -884.6% | -61.1% |
| All | +54.1% | +177.8% | -123.6% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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