-23.1%
PCG vs ZCMD
-100.0%
+76.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.7% |
| 7D | -0.5% | -3.0% | +2.6% | -0.4% |
| 30D | +0.8% | -39.5% | +40.3% | +1.4% |
| 3M | -22.0% | -57.8% | +35.8% | -21.3% |
| 6M | -17.1% | -99.7% | +82.6% | -12.0% |
| YTD | -16.9% | -99.9% | +83.0% | -10.5% |
| 1Y | -19.1% | -99.9% | +80.8% | -12.3% |
| 3Y | -19.4% | -100.0% | +80.5% | -5.8% |
| 5Y | +9.0% | -100.0% | +109.0% | +30.3% |
| All | -23.1% | -100.0% | +76.9% | +24.4% |
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