-1.6%
PFE vs ZCMD
-100.0%
+98.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +3.8% | -21.6% | +25.4% | +3.8% |
| 3M | +10.4% | -67.4% | +77.7% | +10.7% |
| 6M | +6.3% | -99.4% | +105.7% | +8.3% |
| YTD | +17.4% | -99.7% | +117.1% | +20.1% |
| 1Y | +21.1% | -99.9% | +121.0% | +24.2% |
| 3Y | -1.6% | -100.0% | +98.4% | +7.6% |
| All | -1.6% | -100.0% | +98.4% | +7.6% |
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