-12.5%
PEP vs ZCMD
-100.0%
+87.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +0.7% | -21.6% | +22.2% | +0.7% |
| 3M | -0.5% | -67.4% | +66.8% | -0.5% |
| 6M | -11.3% | -99.4% | +88.1% | -11.4% |
| YTD | -0.6% | -99.7% | +99.2% | -1.1% |
| 1Y | +1.7% | -99.9% | +101.5% | +0.8% |
| 3Y | -12.5% | -100.0% | +87.5% | -11.6% |
| All | -12.5% | -100.0% | +87.5% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling