+18.8%
ZM vs PR
+78.8%
-60.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +2.1% |
| 7D | +11.0% | +6.0% | +5.1% | +10.8% |
| 30D | +5.6% | -4.2% | +9.8% | +5.8% |
| 3M | -9.1% | +10.0% | -19.1% | -8.8% |
| 6M | -2.6% | +15.6% | -18.2% | -2.3% |
| YTD | +15.7% | +68.2% | -52.5% | +26.1% |
| 1Y | +18.8% | +79.2% | -60.4% | +28.6% |
| All | +18.8% | +78.8% | -60.0% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling