+180.8%
PCAR vs ZCMD
-100.0%
+280.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.6% |
| 7D | +2.9% | +9.1% | -6.1% | +2.8% |
| 30D | -2.1% | -37.1% | +35.0% | -1.6% |
| 3M | -20.4% | -53.7% | +33.3% | -19.7% |
| 6M | -7.0% | -99.7% | +92.7% | -5.3% |
| YTD | -2.6% | -99.9% | +97.2% | -0.5% |
| 1Y | +9.8% | -99.9% | +109.7% | +12.4% |
| 3Y | +37.3% | -100.0% | +137.2% | +43.0% |
| 5Y | +116.4% | -100.0% | +216.4% | +126.3% |
| All | +180.8% | -100.0% | +280.8% | +209.5% |
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 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