+20.7%
PEP vs ZCMD
-100.0%
+120.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.6% |
| 7D | -1.4% | -8.0% | +6.6% | -1.4% |
| 30D | +0.2% | -27.9% | +28.1% | +0.3% |
| 3M | -1.1% | -74.6% | +73.5% | -1.1% |
| 6M | -13.5% | -99.5% | +86.0% | -12.6% |
| YTD | -1.2% | -99.7% | +98.6% | -0.2% |
| 1Y | -1.6% | -99.9% | +98.3% | -0.4% |
| 3Y | -12.5% | -100.0% | +87.5% | -9.8% |
| 5Y | +3.0% | -100.0% | +103.0% | +6.3% |
| All | +20.7% | -100.0% | +120.7% | +41.4% |
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