+19.8%
PEP vs ZCMD
-100.0%
+119.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -1.4% | -2.0% | +0.7% | -1.4% |
| 30D | -0.2% | -19.8% | +19.6% | -0.2% |
| 3M | -4.3% | -62.1% | +57.8% | -4.4% |
| 6M | -13.2% | -99.5% | +86.3% | -12.3% |
| YTD | -1.9% | -99.7% | +97.9% | -0.9% |
| 1Y | -0.3% | -99.9% | +99.6% | +0.8% |
| 3Y | -13.6% | -100.0% | +86.4% | -11.0% |
| 5Y | +3.4% | -100.0% | +103.4% | +6.5% |
| All | +19.8% | -100.0% | +119.8% | +40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling