+63.4%
ZM vs PEG
+59.6%
+3.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.2% |
| 7D | +2.9% | +0.7% | +2.2% | +3.0% |
| 30D | +0.7% | -2.4% | +3.1% | +0.5% |
| 3M | -3.7% | -4.8% | +1.1% | -4.0% |
| 6M | +29.9% | -10.7% | +40.6% | +29.2% |
| YTD | +17.4% | -6.7% | +24.1% | +17.0% |
| 1Y | +22.4% | -6.8% | +29.2% | +22.0% |
| 3Y | +41.3% | +34.5% | +6.8% | +44.8% |
| 5Y | -66.0% | +35.8% | -101.8% | -65.1% |
| All | +63.4% | +59.6% | +3.9% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling