-17.2%
PCG vs ZCMD
-100.0%
+82.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.2% | +2.5% |
| 7D | -13.9% | -8.0% | -5.9% | -13.8% |
| 30D | -16.9% | -27.9% | +11.0% | -16.5% |
| 3M | -14.7% | -74.6% | +59.8% | -14.8% |
| 6M | -23.8% | -99.5% | +75.6% | -19.8% |
| YTD | -10.5% | -99.7% | +89.2% | -4.3% |
| 1Y | -5.1% | -99.9% | +94.8% | +3.0% |
| 3Y | -11.6% | -100.0% | +88.4% | +3.7% |
| 5Y | +59.0% | -100.0% | +159.0% | +86.8% |
| All | -17.2% | -100.0% | +82.8% | +33.0% |
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 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