+13.4%
PG vs ZCMD
-100.0%
+113.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.0% | +8.7% | +1.6% |
| 7D | -0.8% | -5.4% | +4.6% | -0.8% |
| 30D | +0.8% | -24.8% | +25.6% | +0.9% |
| 3M | -1.3% | -62.8% | +61.4% | -1.3% |
| 6M | -3.8% | -99.5% | +95.7% | -2.2% |
| YTD | +3.6% | -99.8% | +103.4% | +5.4% |
| 1Y | -5.7% | -99.9% | +94.2% | -4.0% |
| 3Y | +1.6% | -100.0% | +101.6% | +5.1% |
| All | +13.4% | -100.0% | +113.4% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling