-68.3%
ZM vs PHM
+149.8%
-218.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -2.7% | -6.4% | +3.6% | -0.4% |
| 30D | -10.0% | -12.1% | +2.1% | -5.8% |
| 3M | +1.6% | -1.5% | +3.1% | +1.3% |
| 6M | +25.0% | -6.0% | +31.0% | +25.7% |
| YTD | +10.6% | -0.3% | +10.9% | +7.6% |
| 1Y | +14.0% | -13.3% | +27.3% | +17.1% |
| 3Y | +32.5% | +47.6% | -15.1% | -3.5% |
| 5Y | -68.3% | +154.7% | -223.1% | -84.9% |
| All | -68.3% | +149.8% | -218.2% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling