+72.9%
PAAS vs ZCMD
-100.0%
+172.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -4.0% |
| 7D | -7.0% | -2.9% | -4.1% | -7.0% |
| 30D | -15.3% | -28.5% | +13.2% | -14.6% |
| 3M | -27.7% | -56.5% | +28.8% | -26.3% |
| 6M | -40.5% | -99.7% | +59.2% | -34.0% |
| YTD | -26.5% | -99.9% | +73.4% | -16.0% |
| 1Y | -0.8% | -99.9% | +99.1% | +15.0% |
| 3Y | +196.9% | -100.0% | +296.9% | +288.1% |
| 5Y | +49.2% | -100.0% | +149.2% | +103.1% |
| All | +72.9% | -100.0% | +172.9% | +205.2% |
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