+183.3%
PCAR vs ZCMD
-100.0%
+283.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +3.0% | -1.6% |
| 7D | +2.1% | -2.9% | +5.0% | +2.1% |
| 30D | -1.2% | -28.5% | +27.3% | -0.8% |
| 3M | -18.6% | -56.5% | +37.9% | -17.9% |
| 6M | -5.1% | -99.7% | +94.6% | -3.4% |
| YTD | -1.8% | -99.9% | +98.1% | +0.5% |
| 1Y | +10.6% | -99.9% | +110.5% | +13.4% |
| 3Y | +34.9% | -100.0% | +134.9% | +40.6% |
| 5Y | +114.0% | -100.0% | +214.0% | +124.0% |
| All | +183.3% | -100.0% | +283.3% | +212.6% |
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 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