+61.0%
ZM vs PEG
+65.8%
-4.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.3% |
| 7D | +11.0% | +4.5% | +6.5% | +11.4% |
| 30D | +5.6% | +7.5% | -1.9% | +6.3% |
| 3M | -9.1% | +0.8% | -10.0% | -9.0% |
| 6M | -2.6% | 0.0% | -2.6% | -2.4% |
| YTD | +15.7% | -3.0% | +18.7% | +15.6% |
| 1Y | +18.8% | -4.7% | +23.5% | +18.7% |
| 3Y | +62.2% | +36.5% | +25.7% | +66.2% |
| 5Y | -60.9% | +44.4% | -105.2% | -59.4% |
| All | +61.0% | +65.8% | -4.8% | +117.0% |
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 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