+82.9%
PAAS vs ZCMD
-100.0%
+182.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.8% | -2.0% | -5.7% |
| 7D | +4.2% | -3.0% | +7.2% | +4.3% |
| 30D | -13.8% | -39.5% | +25.7% | -12.7% |
| 3M | -22.7% | -57.8% | +35.1% | -21.2% |
| 6M | -32.1% | -99.7% | +67.6% | -24.5% |
| YTD | -22.3% | -99.9% | +77.6% | -11.3% |
| 1Y | +7.7% | -99.9% | +107.6% | +24.4% |
| 3Y | +214.0% | -100.0% | +314.0% | +310.0% |
| 5Y | +63.2% | -100.0% | +163.2% | +122.3% |
| All | +82.9% | -100.0% | +182.9% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling