-11.6%
PFGC vs ZCMD
-99.9%
+88.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.6% | -0.4% |
| 7D | -4.8% | -5.4% | +0.7% | -4.8% |
| 30D | -12.5% | -24.8% | +12.2% | -12.5% |
| 3M | -9.7% | -62.8% | +53.1% | -10.0% |
| 6M | +7.0% | -99.5% | +106.5% | +3.5% |
| YTD | +4.5% | -99.8% | +104.2% | +0.4% |
| 1Y | -11.6% | -99.9% | +88.3% | -14.1% |
| All | -11.6% | -99.9% | +88.3% | -14.1% |
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 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