+54.1%
ZM vs PFG
+177.9%
-123.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | -5.7% | -0.4% | -5.2% | -5.7% |
| 30D | -9.1% | +2.9% | -12.0% | -9.3% |
| 3M | +3.5% | +6.7% | -3.2% | +3.1% |
| 6M | +25.7% | +33.8% | -8.1% | +23.3% |
| YTD | +10.8% | +35.0% | -24.2% | +8.6% |
| 1Y | +12.8% | +46.4% | -33.6% | +10.0% |
| 3Y | +33.1% | +71.7% | -38.5% | +29.5% |
| 5Y | -68.3% | +113.7% | -182.0% | -68.1% |
| All | +54.1% | +177.9% | -123.7% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling