+54.1%
ZM vs PHM
+325.2%
-271.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -5.7% | -5.0% | -0.7% | -4.9% |
| 30D | -9.1% | -8.4% | -0.7% | -7.8% |
| 3M | +3.5% | -4.4% | +7.9% | +4.0% |
| 6M | +25.7% | -3.7% | +29.4% | +25.7% |
| YTD | +10.8% | +1.3% | +9.5% | +9.3% |
| 1Y | +12.8% | -14.0% | +26.8% | +14.6% |
| 3Y | +33.1% | +48.1% | -15.0% | +20.9% |
| 5Y | -68.3% | +158.8% | -227.1% | -74.2% |
| All | +54.1% | +325.2% | -271.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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