-17.8%
PCG vs ZCMD
-100.0%
+82.2%
-58.9%
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 | -4.3% | +4.0% | -8.3% | -4.3% |
| 7D | +6.5% | -4.1% | +10.6% | +6.5% |
| 30D | -16.7% | -22.7% | +6.0% | -16.5% |
| 3M | -14.2% | -62.5% | +48.3% | -14.8% |
| 6M | -21.5% | -99.5% | +78.0% | -17.2% |
| YTD | -11.2% | -99.7% | +88.5% | -5.1% |
| 1Y | -4.2% | -99.9% | +95.7% | +4.2% |
| 3Y | -14.9% | -100.0% | +85.1% | -0.3% |
| 5Y | +54.2% | -100.0% | +154.2% | +80.3% |
| All | -17.8% | -100.0% | +82.2% | +32.0% |
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