+13.4%
PFGC vs ZCMD
-99.9%
+113.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -3.0% | +16.5% | +13.5% |
| 7D | +13.9% | -13.3% | +27.2% | +13.8% |
| 30D | +18.4% | -49.6% | +68.0% | +18.3% |
| 3M | -2.5% | -54.6% | +52.1% | -2.6% |
| 6M | +26.0% | -99.8% | +125.8% | +20.9% |
| YTD | +21.9% | -99.9% | +121.7% | +16.0% |
| 1Y | +13.4% | -99.9% | +113.3% | +11.4% |
| All | +13.4% | -99.9% | +113.3% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling