+2.9%
PCG vs ZM
+14.8%
-11.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.8% | +8.5% | +3.3% |
| 7D | +5.4% | +1.6% | +3.8% | +5.5% |
| 30D | -15.1% | -7.7% | -7.4% | -15.7% |
| 3M | -9.8% | -4.7% | -5.2% | -10.2% |
| 6M | -18.0% | +24.4% | -42.4% | -16.6% |
| YTD | -7.2% | +11.8% | -19.0% | -6.4% |
| 1Y | +2.9% | +13.4% | -10.5% | +4.7% |
| All | +2.9% | +14.8% | -11.9% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling