+135.4%
PAAS vs ZCMD
-100.0%
+235.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -2.3% |
| 7D | -2.9% | -8.0% | +5.1% | -2.7% |
| 30D | +6.8% | -27.9% | +34.7% | +7.5% |
| 3M | -2.9% | -74.6% | +71.7% | -2.9% |
| 6M | -16.4% | -99.5% | +83.0% | -8.5% |
| YTD | 0.0% | -99.7% | +99.8% | +12.7% |
| 1Y | +54.3% | -99.9% | +154.2% | +78.6% |
| 3Y | +230.7% | -100.0% | +330.7% | +332.2% |
| 5Y | +111.6% | -100.0% | +211.6% | +178.9% |
| All | +135.4% | -100.0% | +235.4% | +309.4% |
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