+55.1%
ZM vs PNR
+66.6%
-11.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +0.3% | -3.9% | +4.2% | +1.2% |
| 30D | -10.3% | -13.8% | +3.5% | -7.3% |
| 3M | -0.7% | -22.5% | +21.9% | +4.4% |
| 6M | +24.8% | -37.2% | +62.0% | +37.1% |
| YTD | +11.5% | -44.2% | +55.7% | +25.7% |
| 1Y | +12.3% | -46.6% | +59.0% | +28.0% |
| 3Y | +33.5% | -12.5% | +46.0% | +35.4% |
| 5Y | -67.5% | -19.3% | -48.1% | -71.0% |
| All | +55.1% | +66.6% | -11.4% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling