+30.1%
PCAR vs ZCMD
-99.9%
+130.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | +0.2% |
| 7D | -0.5% | -8.0% | +7.5% | -0.4% |
| 30D | -6.2% | -27.9% | +21.7% | -5.8% |
| 3M | +5.9% | -74.6% | +80.5% | +3.9% |
| 6M | +0.4% | -99.5% | +99.9% | +3.3% |
| YTD | +14.8% | -99.7% | +114.6% | +19.4% |
| 1Y | +30.1% | -99.9% | +130.0% | +37.7% |
| All | +30.1% | -99.9% | +130.0% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling