Recording of shared screen doesn't include self-video

I want to use Zoom to record a video sales letter and I want Zoom to share a presentation, like a power point, and then I need to toggle to a web page. This isn't a problem. What is a problem is once I record everything on Zoom  and I watch the recording, my face of me talking and teaching doesn't appear? The screen share stuff is all there, but the video of myself isn't. What am I doing wrong?