+33.0%
ZM vs PNR
-14.2%
+47.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.4% |
| 7D | -2.7% | -5.5% | +2.8% | -1.2% |
| 30D | -10.0% | -15.6% | +5.6% | -5.8% |
| 3M | +1.6% | -20.2% | +21.8% | +7.0% |
| 6M | +25.0% | -36.6% | +61.6% | +40.8% |
| YTD | +10.6% | -45.0% | +55.6% | +31.0% |
| 1Y | +14.0% | -47.4% | +61.4% | +37.3% |
| All | +33.0% | -14.2% | +47.2% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling