-60.4%
ZM vs PR
+257.5%
-317.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.1% | +7.5% |
| 7D | +6.8% | -0.5% | +7.3% | +6.9% |
| 30D | +0.1% | -4.6% | +4.8% | +0.8% |
| 3M | -7.5% | +4.7% | -12.2% | -8.4% |
| 6M | -8.4% | +12.4% | -20.9% | -10.5% |
| YTD | +13.7% | +62.9% | -49.2% | +4.3% |
| 1Y | +15.9% | +70.6% | -54.6% | +5.5% |
| 3Y | +58.0% | +90.0% | -32.0% | +38.6% |
| 5Y | -60.4% | +255.5% | -315.9% | -67.9% |
| All | -60.4% | +257.5% | -317.9% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling