+59.4%
ZM vs PBF
+75.3%
-15.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.8% | +2.1% | +7.4% |
| 7D | +6.8% | -4.0% | +10.8% | +7.1% |
| 30D | +0.1% | -18.0% | +18.1% | +1.6% |
| 3M | -7.5% | +0.9% | -8.4% | -8.1% |
| 6M | -8.4% | +65.7% | -74.2% | -13.5% |
| YTD | +13.7% | +161.9% | -148.2% | +2.0% |
| 1Y | +15.9% | +77.8% | -61.8% | +8.5% |
| All | +59.4% | +75.3% | -15.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling