-67.5%
ZM vs PBF
+817.4%
-884.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +0.3% | +1.4% | -1.0% | +0.2% |
| 30D | -10.3% | +15.8% | -26.1% | -11.3% |
| 3M | -0.7% | +90.3% | -90.9% | -5.7% |
| 6M | +24.8% | +102.8% | -78.0% | +17.6% |
| YTD | +11.5% | +187.3% | -175.9% | +2.1% |
| 1Y | +12.3% | +161.8% | -149.5% | +3.2% |
| 3Y | +33.5% | +55.5% | -22.0% | +23.1% |
| 5Y | -67.5% | +801.9% | -869.4% | -72.6% |
| All | -67.5% | +817.4% | -884.8% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling