+54.1%
ZM vs PBR
+372.7%
-318.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.1% |
| 7D | -5.7% | +5.4% | -11.1% | -5.4% |
| 30D | -9.1% | +22.9% | -32.0% | -8.2% |
| 3M | +3.5% | +19.6% | -16.1% | +4.5% |
| 6M | +25.7% | +16.5% | +9.2% | +26.8% |
| YTD | +10.8% | +86.7% | -75.9% | +14.4% |
| 1Y | +12.8% | +74.7% | -61.9% | +16.2% |
| 3Y | +33.1% | +102.6% | -69.4% | +38.9% |
| 5Y | -68.3% | +566.6% | -634.9% | -62.6% |
| All | +54.1% | +372.7% | -318.5% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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