+63.4%
ZM vs PFGC
+140.6%
-77.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | +2.9% | -2.2% | +5.1% | +3.1% |
| 30D | +0.7% | -11.9% | +12.6% | +1.3% |
| 3M | -3.7% | +5.0% | -8.7% | -4.0% |
| 6M | +29.9% | +8.6% | +21.3% | +29.2% |
| YTD | +17.4% | +9.7% | +7.7% | +16.6% |
| 1Y | +22.4% | -6.3% | +28.7% | +22.5% |
| 3Y | +41.3% | +58.2% | -16.9% | +38.1% |
| 5Y | -66.0% | +110.4% | -176.5% | -67.0% |
| All | +63.4% | +140.6% | -77.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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