+9.6%
ZM vs PSLV
+7.9%
+1.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -0.5% |
| 7D | -8.4% | -2.6% | -5.8% | -8.2% |
| 30D | -1.9% | -14.2% | +12.3% | -0.9% |
| 3M | -10.1% | -12.2% | +2.2% | -9.1% |
| 6M | -13.9% | -28.1% | +14.2% | -12.2% |
| YTD | +6.4% | -28.2% | +34.6% | +8.0% |
| 1Y | +9.6% | +9.1% | +0.4% | +10.0% |
| All | +9.6% | +7.9% | +1.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling