+7.0%
PAYX vs ZCMD
-100.0%
+107.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.5% |
| 7D | -4.9% | -5.4% | +0.6% | -4.9% |
| 30D | -3.8% | -24.8% | +21.0% | -4.0% |
| 3M | +17.9% | -62.8% | +80.7% | +18.5% |
| 6M | +26.1% | -99.5% | +125.6% | +25.6% |
| YTD | +6.7% | -99.8% | +106.5% | +6.5% |
| 1Y | -10.7% | -99.9% | +89.2% | -11.0% |
| 3Y | +7.0% | -100.0% | +107.0% | +3.5% |
| All | +7.0% | -100.0% | +107.0% | +3.5% |
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 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