+54.1%
ZM vs PEG
+58.2%
-4.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.7% | -0.9% | -4.8% | -5.7% |
| 30D | -9.1% | -3.7% | -5.4% | -9.3% |
| 3M | +3.5% | -7.3% | +10.8% | +3.0% |
| 6M | +25.7% | -10.5% | +36.1% | +25.0% |
| YTD | +10.8% | -7.5% | +18.3% | +10.3% |
| 1Y | +12.8% | -8.7% | +21.5% | +12.3% |
| 3Y | +33.1% | +31.4% | +1.8% | +36.1% |
| 5Y | -68.3% | +37.8% | -106.1% | -67.3% |
| All | +54.1% | +58.2% | -4.0% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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