+26.1%
PAAS vs ZCMD
-99.9%
+126.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.0% | +11.4% | +8.4% |
| 7D | -1.1% | -13.3% | +12.2% | -0.9% |
| 30D | -8.5% | -49.6% | +41.2% | -7.5% |
| 3M | -7.3% | -54.6% | +47.3% | -6.3% |
| 6M | -18.3% | -99.8% | +81.5% | -10.7% |
| YTD | -19.2% | -99.9% | +80.7% | -11.5% |
| 1Y | +26.1% | -99.9% | +126.1% | +42.5% |
| All | +26.1% | -99.9% | +126.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling