+142.5%
PAAS vs ZCMD
-100.0%
+242.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +3.6% |
| 7D | +2.6% | -4.1% | +6.8% | +2.7% |
| 30D | +2.5% | -22.7% | +25.2% | +3.0% |
| 3M | +15.1% | -62.5% | +77.6% | +13.5% |
| 6M | -12.1% | -99.5% | +87.4% | -3.6% |
| YTD | +3.1% | -99.7% | +102.8% | +16.0% |
| 1Y | +50.8% | -99.9% | +150.7% | +75.4% |
| 3Y | +259.5% | -100.0% | +359.5% | +368.9% |
| 5Y | +126.3% | -100.0% | +226.3% | +195.6% |
| All | +142.5% | -100.0% | +242.5% | +321.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling