+54.1%
ZM vs PSA
+84.1%
-30.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -5.7% | -1.8% | -3.9% | -5.5% |
| 30D | -9.1% | -8.4% | -0.7% | -8.1% |
| 3M | +3.5% | -7.8% | +11.4% | +4.6% |
| 6M | +25.7% | +0.8% | +24.9% | +25.2% |
| YTD | +10.8% | +16.5% | -5.7% | +7.8% |
| 1Y | +12.8% | +4.7% | +8.1% | +11.5% |
| 3Y | +33.1% | +21.1% | +12.1% | +28.5% |
| 5Y | -68.3% | +14.2% | -82.5% | -69.0% |
| All | +54.1% | +84.1% | -30.0% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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