+436.0%
PH vs ZCMD
-100.0%
+536.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | +4.1% | -7.7% | +11.8% | +4.2% |
| 30D | -0.1% | -34.8% | +34.7% | +0.4% |
| 3M | -9.6% | -56.3% | +46.7% | -8.8% |
| 6M | +8.5% | -99.7% | +108.2% | +14.8% |
| YTD | +9.4% | -99.9% | +109.3% | +17.5% |
| 1Y | +14.2% | -99.9% | +114.1% | +23.5% |
| 3Y | +134.0% | -100.0% | +234.0% | +168.8% |
| 5Y | +203.8% | -100.0% | +303.8% | +256.0% |
| All | +436.0% | -100.0% | +536.0% | +627.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling