+55.1%
ZM vs PBR
+366.7%
-311.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.4% |
| 30D | -10.3% | +17.5% | -27.8% | -9.6% |
| 3M | -0.7% | +20.9% | -21.6% | +0.3% |
| 6M | +24.8% | +20.2% | +4.6% | +26.1% |
| YTD | +11.5% | +84.3% | -72.8% | +15.0% |
| 1Y | +12.3% | +77.1% | -64.8% | +15.8% |
| 3Y | +33.5% | +100.8% | -67.3% | +39.2% |
| 5Y | -67.5% | +556.1% | -623.6% | -61.7% |
| All | +55.1% | +366.7% | -311.5% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling