+28.2%
PH vs ZCMD
-99.9%
+128.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.2% |
| 7D | -3.1% | -8.0% | +5.0% | -3.0% |
| 30D | -3.2% | -27.9% | +24.7% | -3.1% |
| 3M | +10.6% | -74.6% | +85.2% | +10.4% |
| 6M | -2.1% | -99.5% | +97.3% | +3.0% |
| YTD | +10.2% | -99.7% | +109.9% | +18.4% |
| 1Y | +28.2% | -99.9% | +128.1% | +43.7% |
| All | +28.2% | -99.9% | +128.1% | +43.7% |
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