+266.8%
PBF vs ZCMD
-100.0%
+366.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | +2.3% | -2.0% | +4.4% | +2.3% |
| 30D | +11.6% | -19.8% | +31.4% | +11.6% |
| 3M | +81.7% | -62.1% | +143.8% | +81.9% |
| 6M | +96.4% | -99.5% | +195.9% | +95.4% |
| YTD | +189.5% | -99.7% | +289.2% | +188.9% |
| 1Y | +180.7% | -99.9% | +280.6% | +181.7% |
| 3Y | +56.6% | -100.0% | +156.6% | +57.4% |
| 5Y | +802.0% | -100.0% | +902.0% | +812.9% |
| All | +266.8% | -100.0% | +366.8% | +257.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling