-66.2%
ZM vs PENG
+115.2%
-181.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.4% | -3.2% | +2.0% |
| 7D | +2.9% | +4.5% | -1.6% | +2.1% |
| 30D | +0.7% | -7.1% | +7.8% | +1.6% |
| 3M | -3.7% | -27.3% | +23.6% | -1.3% |
| 6M | +29.9% | +169.6% | -139.7% | -2.5% |
| YTD | +17.4% | +164.6% | -147.2% | -12.2% |
| 1Y | +22.4% | +109.5% | -87.1% | -4.5% |
| 3Y | +41.3% | +98.9% | -57.6% | -0.7% |
| All | -66.2% | +115.2% | -181.4% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling