-28.2%
PCG vs ZM
+48.4%
-76.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.8% | +8.5% | +3.9% |
| 7D | +5.4% | +1.6% | +3.8% | +5.3% |
| 30D | -15.1% | -7.7% | -7.4% | -14.8% |
| 3M | -9.8% | -4.7% | -5.2% | -9.7% |
| 6M | -18.0% | +24.4% | -42.4% | -19.6% |
| YTD | -7.2% | +11.8% | -19.0% | -8.6% |
| 1Y | +2.9% | +13.4% | -10.5% | +1.1% |
| 3Y | -11.1% | +33.8% | -44.9% | -14.2% |
| 5Y | +61.8% | -67.2% | +128.9% | +64.9% |
| All | -28.2% | +48.4% | -76.6% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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