-65.4%
ZM vs PCOR
-19.6%
-45.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -5.9% | +22.7% | -28.6% | -15.9% |
| 30D | -5.2% | +37.5% | -42.6% | -19.9% |
| 3M | -11.3% | +35.2% | -46.5% | -24.8% |
| 6M | -14.5% | +42.2% | -56.7% | -30.0% |
| YTD | +4.2% | +3.6% | +0.6% | -2.5% |
| 1Y | +9.3% | -4.8% | +14.1% | +6.9% |
| 3Y | +45.4% | +48.3% | -3.0% | +0.7% |
| All | -65.4% | -19.6% | -45.8% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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