+55.1%
ZM vs PTC
+33.5%
+21.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.3% |
| 7D | +0.3% | -13.6% | +13.9% | +7.5% |
| 30D | -10.3% | -14.7% | +4.4% | -3.2% |
| 3M | -0.7% | -5.9% | +5.2% | +1.3% |
| 6M | +24.8% | -21.1% | +45.9% | +38.8% |
| YTD | +11.5% | -26.0% | +37.5% | +27.7% |
| 1Y | +12.3% | -36.8% | +49.2% | +38.6% |
| 3Y | +33.5% | -10.3% | +43.7% | +35.0% |
| 5Y | -67.5% | +1.2% | -68.7% | -69.1% |
| All | +55.1% | +33.5% | +21.6% | +48.9% |
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