+240.8%
PBF vs ZCMD
-100.0%
+340.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.5% |
| 7D | +6.5% | -7.7% | +14.1% | +6.5% |
| 30D | -20.0% | -34.8% | +14.8% | -20.0% |
| 3M | -3.3% | -56.3% | +53.0% | -3.3% |
| 6M | +76.8% | -99.7% | +176.5% | +75.7% |
| YTD | +168.9% | -99.9% | +268.8% | +168.5% |
| 1Y | +96.4% | -99.9% | +196.3% | +96.4% |
| 3Y | +77.2% | -100.0% | +177.2% | +77.9% |
| 5Y | +417.7% | -100.0% | +517.7% | +427.4% |
| All | +240.8% | -100.0% | +340.8% | +232.2% |
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