+223.6%
PCAR vs ZCMD
-100.0%
+323.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.6% |
| 7D | -0.2% | -4.1% | +3.9% | -0.2% |
| 30D | -6.9% | -22.7% | +15.8% | -6.6% |
| 3M | +2.1% | -62.5% | +64.6% | +0.6% |
| 6M | +1.6% | -99.5% | +101.0% | +2.7% |
| YTD | +12.2% | -99.7% | +112.0% | +14.0% |
| 1Y | +28.0% | -99.9% | +127.9% | +30.6% |
| 3Y | +61.0% | -100.0% | +161.0% | +66.9% |
| 5Y | +163.9% | -100.0% | +263.9% | +173.3% |
| All | +223.6% | -100.0% | +323.6% | +254.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling