+464.5%
PBR vs ZCMD
-100.0%
+564.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.4% |
| 7D | +0.3% | -4.1% | +4.5% | +0.4% |
| 30D | +17.5% | -22.7% | +40.3% | +18.1% |
| 3M | +20.9% | -62.5% | +83.4% | +18.7% |
| 6M | +20.2% | -99.5% | +119.7% | +30.5% |
| YTD | +84.3% | -99.7% | +184.0% | +104.5% |
| 1Y | +77.1% | -99.9% | +177.0% | +102.1% |
| 3Y | +100.8% | -100.0% | +200.8% | +152.0% |
| 5Y | +556.1% | -100.0% | +656.1% | +725.4% |
| All | +464.5% | -100.0% | +564.5% | +925.0% |
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