+34.0%
ZM vs PEG
+32.2%
+1.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -10.3% | -1.7% | -8.5% | -10.3% |
| 3M | -0.7% | -6.8% | +6.1% | -0.7% |
| 6M | +24.8% | -11.4% | +36.2% | +25.3% |
| YTD | +11.5% | -7.2% | +18.7% | +11.1% |
| 1Y | +12.3% | -6.1% | +18.5% | +11.5% |
| All | +34.0% | +32.2% | +1.8% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling