+542.7%
PBR vs ZCMD
-100.0%
+642.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.2% | -0.7% |
| 7D | +5.4% | -5.4% | +10.8% | +5.4% |
| 30D | +22.9% | -24.8% | +47.7% | +23.2% |
| 3M | +19.6% | -62.8% | +82.4% | +18.4% |
| 6M | +16.5% | -99.5% | +116.0% | +21.3% |
| YTD | +86.7% | -99.8% | +186.4% | +95.9% |
| 1Y | +74.7% | -99.9% | +174.6% | +85.4% |
| 3Y | +102.6% | -100.0% | +202.6% | +122.8% |
| All | +542.7% | -100.0% | +642.7% | +617.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling