+27.5%
PEP vs ZCMD
-100.0%
+127.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.5% | +2.2% |
| 7D | +2.9% | -7.7% | +10.6% | +2.9% |
| 30D | +12.5% | -34.8% | +47.3% | +12.6% |
| 3M | +4.5% | -56.3% | +60.8% | +4.7% |
| 6M | -0.5% | -99.7% | +99.2% | +0.6% |
| YTD | +4.4% | -99.9% | +104.3% | +5.6% |
| 1Y | +4.4% | -99.9% | +104.3% | +5.6% |
| 3Y | -3.4% | -100.0% | +96.6% | -0.6% |
| 5Y | +5.2% | -100.0% | +105.2% | +8.9% |
| All | +27.5% | -100.0% | +127.5% | +49.5% |
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