+55.7%
PBF vs ZCMD
-100.0%
+155.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -0.3% |
| 7D | +1.4% | -4.1% | +5.5% | +1.4% |
| 30D | +15.8% | -22.7% | +38.6% | +15.8% |
| 3M | +90.3% | -62.5% | +152.8% | +90.5% |
| 6M | +102.8% | -99.5% | +202.3% | +99.2% |
| YTD | +187.3% | -99.7% | +287.1% | +183.0% |
| 1Y | +161.8% | -99.9% | +261.7% | +159.3% |
| All | +55.7% | -100.0% | +155.7% | +37.1% |
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