+161.2%
PANW vs ZCMD
-100.0%
+261.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | -2.3% |
| 7D | -0.8% | -5.4% | +4.6% | -0.8% |
| 30D | -14.6% | -24.8% | +10.2% | -14.6% |
| 3M | +18.3% | -62.8% | +81.1% | +18.4% |
| 6M | +100.5% | -99.5% | +200.0% | +95.9% |
| YTD | +79.5% | -99.8% | +179.3% | +77.0% |
| 1Y | +66.7% | -99.9% | +166.6% | +65.3% |
| 3Y | +161.2% | -100.0% | +261.2% | +147.3% |
| All | +161.2% | -100.0% | +261.2% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling