+38.9%
PG vs ZCMD
-100.0%
+138.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | -1.5% | -19.8% | +18.3% | -1.5% |
| 3M | -3.4% | -62.1% | +58.7% | -3.3% |
| 6M | -7.0% | -99.5% | +92.5% | -5.4% |
| YTD | +2.0% | -99.7% | +101.7% | +3.9% |
| 1Y | -6.5% | -99.9% | +93.4% | -4.5% |
| 3Y | +1.2% | -100.0% | +101.2% | +4.6% |
| 5Y | +12.8% | -100.0% | +112.8% | +16.7% |
| All | +38.9% | -100.0% | +138.9% | +49.0% |
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