+63.4%
ZM vs PFG
+179.1%
-115.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.4% |
| 7D | +2.9% | +5.5% | -2.6% | +2.6% |
| 30D | +0.7% | +2.4% | -1.7% | +0.5% |
| 3M | -3.7% | +13.6% | -17.3% | -4.5% |
| 6M | +29.9% | +27.9% | +2.0% | +27.8% |
| YTD | +17.4% | +35.6% | -18.1% | +15.1% |
| 1Y | +22.4% | +48.5% | -26.1% | +19.3% |
| 3Y | +41.3% | +66.9% | -25.6% | +37.3% |
| 5Y | -66.0% | +111.0% | -177.0% | -65.9% |
| All | +63.4% | +179.1% | -115.6% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling