+54.1%
ZM vs PNR
+63.9%
-9.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.7% | -6.0% | +0.3% | -4.4% |
| 30D | -9.1% | -14.0% | +4.9% | -6.0% |
| 3M | +3.5% | -21.7% | +25.2% | +8.6% |
| 6M | +25.7% | -37.3% | +62.9% | +38.1% |
| YTD | +10.8% | -45.1% | +55.9% | +25.4% |
| 1Y | +12.8% | -49.1% | +61.9% | +30.0% |
| 3Y | +33.1% | -14.8% | +48.0% | +35.9% |
| 5Y | -68.3% | -21.0% | -47.3% | -71.6% |
| All | +54.1% | +63.9% | -9.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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