+25.6%
PFE vs ZCMD
-100.0%
+125.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.1% |
| 7D | -2.1% | -2.9% | +0.8% | -2.1% |
| 30D | +3.1% | -28.5% | +31.6% | +3.1% |
| 3M | +11.2% | -56.5% | +67.7% | +11.3% |
| 6M | +15.0% | -99.7% | +114.7% | +18.2% |
| YTD | +23.5% | -99.9% | +123.4% | +27.8% |
| 1Y | +18.9% | -99.9% | +118.8% | +23.4% |
| 3Y | +18.7% | -100.0% | +118.7% | +26.9% |
| 5Y | -24.0% | -100.0% | +76.0% | -18.7% |
| All | +25.6% | -100.0% | +125.6% | +38.9% |
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