-67.1%
ZM vs PBR
+552.2%
-619.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.1% |
| 7D | -5.7% | +5.4% | -11.1% | -5.7% |
| 30D | -9.1% | +22.9% | -32.0% | -9.3% |
| 3M | +3.5% | +19.6% | -16.1% | +3.3% |
| 6M | +25.7% | +16.5% | +9.2% | +25.4% |
| YTD | +10.8% | +86.7% | -75.9% | +9.6% |
| 1Y | +12.8% | +74.7% | -61.9% | +11.7% |
| 3Y | +33.1% | +102.6% | -69.4% | +32.1% |
| All | -67.1% | +552.2% | -619.2% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling