+46.6%
ZM vs PTC
+103.6%
-57.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -1.0% | +1.3% | -2.3% | -1.6% |
| 30D | -7.0% | +1.1% | -8.1% | -7.4% |
| 3M | -15.2% | +30.1% | -45.3% | -26.8% |
| 6M | -16.8% | +34.0% | -50.8% | -29.6% |
| YTD | +5.4% | +12.8% | -7.5% | -3.4% |
| 1Y | +9.3% | +10.7% | -1.4% | +1.2% |
| 3Y | +46.5% | +29.6% | +16.8% | +21.9% |
| 5Y | -63.8% | +63.5% | -127.4% | -72.9% |
| All | +46.6% | +103.6% | -57.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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