+58.2%
ZM vs PFG
+174.3%
-116.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +9.0% | +8.0% |
| 7D | +6.8% | -2.2% | +9.0% | +6.9% |
| 30D | +0.1% | +6.4% | -6.2% | -0.3% |
| 3M | -7.5% | +2.2% | -9.8% | -7.7% |
| 6M | -8.4% | +16.3% | -24.7% | -9.4% |
| YTD | +13.7% | +33.2% | -19.6% | +11.5% |
| 1Y | +15.9% | +40.6% | -24.7% | +13.4% |
| 3Y | +58.0% | +83.3% | -25.3% | +54.0% |
| 5Y | -60.4% | +97.7% | -158.1% | -60.6% |
| All | +58.2% | +174.3% | -116.1% | +124.1% |
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 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