-13.8%
PCG vs ZM
+38.4%
-52.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.8% | +2.3% |
| 7D | -13.9% | +2.9% | -16.8% | -13.9% |
| 30D | -16.9% | +0.7% | -17.5% | -16.9% |
| 3M | -14.7% | -3.7% | -11.0% | -14.7% |
| 6M | -23.8% | +29.9% | -53.7% | -25.5% |
| YTD | -10.5% | +17.4% | -27.9% | -12.1% |
| 1Y | -5.1% | +22.4% | -27.5% | -7.5% |
| All | -13.8% | +38.4% | -52.3% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling