+96.2%
PFGC vs ZCMD
-100.0%
+196.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.5% |
| 7D | -2.2% | -8.0% | +5.8% | -2.1% |
| 30D | -11.9% | -27.9% | +15.9% | -11.7% |
| 3M | +5.0% | -74.6% | +79.6% | +4.6% |
| 6M | +8.6% | -99.5% | +108.1% | +13.9% |
| YTD | +9.7% | -99.7% | +109.4% | +16.8% |
| 1Y | -6.3% | -99.9% | +93.6% | +1.6% |
| 3Y | +58.2% | -100.0% | +158.2% | +87.8% |
| 5Y | +110.4% | -100.0% | +210.4% | +151.4% |
| All | +96.2% | -100.0% | +196.2% | +214.0% |
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