+45.0%
ZM vs PENG
+282.7%
-237.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.4% | -11.2% | -0.5% |
| 7D | -5.9% | -19.4% | +13.6% | -3.7% |
| 30D | -5.2% | -42.4% | +37.2% | +1.2% |
| 3M | -11.3% | -25.6% | +14.4% | -9.2% |
| 6M | -14.5% | +7.3% | -21.8% | -19.8% |
| YTD | +4.2% | +113.9% | -109.7% | -13.0% |
| 1Y | +9.3% | +93.6% | -84.3% | -7.5% |
| 3Y | +45.4% | +170.2% | -124.8% | +10.6% |
| 5Y | -66.0% | +44.2% | -110.2% | -73.6% |
| All | +45.0% | +282.7% | -237.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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