+22.2%
PFE vs ZCMD
-100.0%
+122.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.2% |
| 7D | +1.8% | -8.0% | +9.8% | +1.8% |
| 30D | +10.2% | -27.9% | +38.1% | +10.3% |
| 3M | +12.7% | -74.6% | +87.3% | +13.0% |
| 6M | +10.5% | -99.5% | +110.0% | +13.6% |
| YTD | +20.2% | -99.7% | +119.9% | +24.3% |
| 1Y | +24.1% | -99.9% | +123.9% | +29.1% |
| 3Y | -3.6% | -100.0% | +96.4% | +3.3% |
| 5Y | -20.9% | -100.0% | +79.1% | -15.5% |
| All | +22.2% | -100.0% | +122.2% | +35.1% |
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