-68.8%
ZM vs PCOR
-30.9%
-37.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.5% | +5.3% |
| 7D | +2.9% | -9.0% | +11.9% | +7.5% |
| 30D | +0.7% | +4.2% | -3.5% | -1.3% |
| 3M | -3.7% | +14.4% | -18.1% | -10.2% |
| 6M | +29.9% | +0.2% | +29.7% | +27.0% |
| YTD | +17.4% | -20.3% | +37.7% | +26.6% |
| 1Y | +22.4% | -16.1% | +38.5% | +27.4% |
| 3Y | +41.3% | -14.7% | +56.0% | +34.2% |
| 5Y | -66.0% | -43.2% | -22.9% | -67.8% |
| All | -68.8% | -30.9% | -37.9% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling