+73.6%
PAAS vs ZCMD
-100.0%
+173.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.9% |
| 7D | +8.8% | +9.1% | -0.2% | +8.7% |
| 30D | -8.5% | -37.1% | +28.7% | -8.0% |
| 3M | -17.0% | -53.7% | +36.7% | -16.4% |
| 6M | -27.9% | -99.7% | +71.8% | -26.3% |
| YTD | -17.5% | -99.9% | +82.4% | -15.4% |
| 1Y | +22.8% | -99.9% | +122.7% | +26.1% |
| 3Y | +224.2% | -100.0% | +324.2% | +230.2% |
| 5Y | +73.6% | -100.0% | +173.6% | +85.6% |
| All | +73.6% | -100.0% | +173.6% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling