+46.6%
ZM vs PR
+144.2%
-97.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -1.0% | -9.5% | +8.5% | -0.7% |
| 30D | -7.0% | -5.7% | -1.3% | -6.8% |
| 3M | -15.2% | +3.0% | -18.2% | -15.3% |
| 6M | -16.8% | +11.8% | -28.6% | -17.2% |
| YTD | +5.4% | +58.5% | -53.1% | +3.4% |
| 1Y | +9.3% | +69.9% | -60.6% | +7.0% |
| 3Y | +46.5% | +84.9% | -38.4% | +42.5% |
| 5Y | -63.8% | +246.4% | -310.3% | -65.3% |
| All | +46.6% | +144.2% | -97.5% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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