+61.0%
ZM vs PBF
+154.0%
-93.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.2% |
| 7D | +11.0% | +6.5% | +4.6% | +11.2% |
| 30D | +5.6% | -20.0% | +25.6% | +4.9% |
| 3M | -9.1% | -3.3% | -5.8% | -9.1% |
| 6M | -2.6% | +76.8% | -79.4% | -0.5% |
| YTD | +15.7% | +168.9% | -153.3% | +20.6% |
| 1Y | +18.8% | +96.4% | -77.6% | +22.4% |
| 3Y | +62.2% | +77.2% | -15.0% | +65.8% |
| 5Y | -60.9% | +417.7% | -478.6% | -54.7% |
| All | +61.0% | +154.0% | -93.1% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling