+188.1%
PCAR vs ZCMD
-100.0%
+288.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.1% | +2.4% |
| 7D | +2.2% | +1.4% | +0.8% | +2.2% |
| 30D | +0.3% | -29.9% | +30.2% | +0.8% |
| 3M | -17.9% | -54.9% | +36.9% | -17.2% |
| 6M | -3.4% | -99.7% | +96.3% | -1.7% |
| YTD | -0.1% | -99.9% | +99.8% | +2.1% |
| 1Y | +13.4% | -99.9% | +113.3% | +16.2% |
| 3Y | +37.2% | -100.0% | +137.2% | +42.9% |
| 5Y | +117.3% | -100.0% | +217.3% | +127.4% |
| All | +188.1% | -100.0% | +288.1% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling