-70.3%
ZM vs PL
+40.9%
-111.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.2% |
| 7D | +11.0% | +10.0% | +1.0% | +9.4% |
| 30D | +5.6% | -2.3% | +7.9% | +5.7% |
| 3M | -9.1% | -44.2% | +35.1% | -2.0% |
| 6M | -2.6% | -66.1% | +63.5% | +10.8% |
| YTD | +15.7% | -30.0% | +45.6% | +12.7% |
| 1Y | +18.8% | +21.0% | -2.3% | +3.7% |
| 3Y | +62.2% | +516.5% | -454.3% | -14.4% |
| 5Y | -60.9% | +32.0% | -92.9% | -71.9% |
| All | -70.3% | +40.9% | -111.3% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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