+253.8%
PBF vs ZCMD
-100.0%
+353.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.3% |
| 7D | +4.3% | -8.0% | +12.3% | +4.3% |
| 30D | +22.0% | -27.9% | +49.9% | +22.0% |
| 3M | +74.5% | -74.6% | +149.1% | +74.4% |
| 6M | +67.7% | -99.5% | +167.1% | +66.7% |
| YTD | +179.2% | -99.7% | +278.9% | +178.7% |
| 1Y | +170.0% | -99.9% | +269.9% | +170.9% |
| 3Y | +66.4% | -100.0% | +166.4% | +67.2% |
| 5Y | +764.5% | -100.0% | +864.5% | +776.6% |
| All | +253.8% | -100.0% | +353.8% | +244.8% |
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