-68.1%
ZM vs PSA
+13.0%
-81.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.4% |
| 7D | +0.3% | -2.2% | +2.6% | +1.0% |
| 30D | -10.3% | -9.6% | -0.7% | -7.4% |
| 3M | -0.7% | -7.9% | +7.2% | +1.8% |
| 6M | +24.8% | -2.0% | +26.8% | +24.8% |
| YTD | +11.5% | +15.7% | -4.3% | +4.2% |
| 1Y | +12.3% | +5.8% | +6.6% | +8.5% |
| 3Y | +33.5% | +21.6% | +11.9% | +18.3% |
| All | -68.1% | +13.0% | -81.1% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling