+931.1%
PANW vs ZCMD
-100.0%
+1,031.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.0% |
| 7D | +2.0% | -2.0% | +4.0% | +2.0% |
| 30D | -11.8% | -19.8% | +8.0% | -11.8% |
| 3M | +28.6% | -62.1% | +90.7% | +28.1% |
| 6M | +104.4% | -99.5% | +203.9% | +108.2% |
| YTD | +83.8% | -99.7% | +183.5% | +90.1% |
| 1Y | +71.5% | -99.9% | +171.4% | +80.3% |
| 3Y | +172.2% | -100.0% | +272.2% | +200.9% |
| 5Y | +332.2% | -100.0% | +432.2% | +379.8% |
| All | +931.1% | -100.0% | +1,031.1% | +1,177.3% |
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 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