-62.2%
ZM vs PENG
+56.5%
-118.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.6% | +3.1% |
| 7D | +11.0% | +13.2% | -2.2% | +8.5% |
| 30D | +5.6% | -29.9% | +35.6% | +11.1% |
| 3M | -9.1% | -22.2% | +13.1% | -7.2% |
| 6M | -2.6% | -1.9% | -0.7% | -9.5% |
| YTD | +15.7% | +142.1% | -126.5% | -14.2% |
| 1Y | +18.8% | +151.5% | -132.8% | -12.9% |
| 3Y | +62.2% | +206.9% | -144.8% | -1.0% |
| All | -62.2% | +56.5% | -118.7% | -74.7% |
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