-62.2%
ZM vs PTC
+60.7%
-122.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | +11.0% | +0.5% | +10.6% | +10.7% |
| 30D | +5.6% | +1.2% | +4.4% | +5.0% |
| 3M | -9.1% | +27.4% | -36.5% | -23.1% |
| 6M | -2.6% | +39.2% | -41.8% | -22.9% |
| YTD | +15.7% | +12.5% | +3.1% | +5.2% |
| 1Y | +18.8% | +12.3% | +6.5% | +8.2% |
| 3Y | +62.2% | +28.8% | +33.3% | +22.4% |
| All | -62.2% | +60.7% | -122.8% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling