+38.3%
ZM vs PR
+73.2%
-34.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.5% |
| 7D | +2.9% | +2.9% | 0.0% | +2.4% |
| 30D | +0.7% | +18.0% | -17.4% | -2.0% |
| 3M | -3.7% | +16.9% | -20.6% | -6.3% |
| 6M | +29.9% | +28.2% | +1.7% | +24.1% |
| YTD | +17.4% | +69.3% | -51.9% | +6.4% |
| 1Y | +22.4% | +69.5% | -47.1% | +10.6% |
| All | +38.3% | +73.2% | -34.9% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling