+9.6%
ZM vs PFG
+46.8%
-37.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.8% |
| 7D | -8.4% | +4.9% | -13.3% | -9.2% |
| 30D | -1.9% | +5.7% | -7.6% | -3.0% |
| 3M | -10.1% | +2.6% | -12.6% | -10.6% |
| 6M | -13.9% | +19.8% | -33.7% | -18.0% |
| YTD | +6.4% | +36.3% | -29.9% | -3.1% |
| 1Y | +9.6% | +47.9% | -38.3% | -4.1% |
| All | +9.6% | +46.8% | -37.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling