+68.4%
PAYX vs ZCMD
-100.0%
+168.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | -7.9% | -2.0% | -5.9% | -7.9% |
| 30D | -5.0% | -19.8% | +14.8% | -5.1% |
| 3M | +15.1% | -62.1% | +77.2% | +15.6% |
| 6M | +23.9% | -99.5% | +123.4% | +24.5% |
| YTD | +6.2% | -99.7% | +105.9% | +7.0% |
| 1Y | -9.6% | -99.9% | +90.3% | -8.8% |
| 3Y | +5.8% | -100.0% | +105.8% | +7.6% |
| 5Y | +22.0% | -100.0% | +121.9% | +24.2% |
| All | +68.4% | -100.0% | +168.4% | +72.9% |
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