-66.2%
ZM vs PL
+82.7%
-148.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.5% | +3.4% |
| 7D | +2.9% | -9.3% | +12.3% | +4.3% |
| 30D | +0.7% | -18.9% | +19.6% | +3.6% |
| 3M | -3.7% | -58.4% | +54.7% | +7.7% |
| 6M | +29.9% | -30.3% | +60.2% | +30.0% |
| YTD | +17.4% | -8.1% | +25.5% | +10.8% |
| 1Y | +22.4% | +180.5% | -158.1% | -9.6% |
| 3Y | +41.3% | +444.1% | -402.9% | -19.7% |
| All | -66.2% | +82.7% | -148.9% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling