-73.3%
ZM vs PL
+28.1%
-101.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.4% | -9.2% | -0.3% |
| 7D | -5.9% | -6.8% | +0.9% | -5.1% |
| 30D | -5.2% | -29.3% | +24.1% | -0.6% |
| 3M | -11.3% | -44.8% | +33.5% | -4.0% |
| 6M | -14.5% | -68.4% | +53.9% | -2.0% |
| YTD | +4.2% | -36.4% | +40.5% | +3.1% |
| 1Y | +9.3% | +0.7% | +8.6% | -1.7% |
| 3Y | +45.4% | +455.3% | -409.9% | -22.0% |
| 5Y | -66.0% | +22.7% | -88.7% | -74.9% |
| All | -73.3% | +28.1% | -101.3% | -80.2% |
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