+61.0%
ZM vs PFG
+171.6%
-110.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +11.0% | +2.4% | +8.7% | +10.9% |
| 30D | +5.6% | +5.9% | -0.2% | +5.2% |
| 3M | -9.1% | -0.4% | -8.7% | -9.2% |
| 6M | -2.6% | +14.8% | -17.4% | -3.5% |
| YTD | +15.7% | +31.9% | -16.3% | +13.5% |
| 1Y | +18.8% | +38.8% | -20.1% | +16.2% |
| 3Y | +62.2% | +82.4% | -20.2% | +58.2% |
| 5Y | -60.9% | +94.7% | -155.6% | -61.1% |
| All | +61.0% | +171.6% | -110.6% | +128.2% |
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