+43.3%
ZM vs PR
+139.9%
-96.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -3.1% |
| 7D | -9.1% | -16.5% | +7.5% | -8.4% |
| 30D | -5.7% | -4.5% | -1.2% | -5.6% |
| 3M | -11.7% | +8.5% | -20.3% | -12.0% |
| 6M | -18.6% | -3.3% | -15.3% | -18.6% |
| YTD | +2.9% | +55.7% | -52.8% | +1.1% |
| 1Y | +6.3% | +82.0% | -75.8% | +3.7% |
| 3Y | +41.0% | +62.5% | -21.4% | +37.7% |
| 5Y | -66.4% | +223.9% | -290.4% | -67.8% |
| All | +43.3% | +139.9% | -96.6% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling