+54.1%
ZM vs PPG
+2.1%
+52.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.7% | -6.2% | +0.6% | -4.5% |
| 30D | -9.1% | -7.9% | -1.2% | -7.7% |
| 3M | +3.5% | -10.2% | +13.7% | +5.4% |
| 6M | +25.7% | +2.7% | +23.0% | +24.0% |
| YTD | +10.8% | +4.9% | +5.9% | +8.6% |
| 1Y | +12.8% | -3.2% | +16.0% | +12.3% |
| 3Y | +33.1% | -17.0% | +50.1% | +35.2% |
| 5Y | -68.3% | -23.3% | -45.0% | -69.7% |
| All | +54.1% | +2.1% | +52.0% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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