+424.0%
PH vs ZCMD
-100.0%
+524.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -11.8% | -19.8% | +8.0% | -11.6% |
| 3M | +6.9% | -62.1% | +69.0% | +5.7% |
| 6M | -1.3% | -99.5% | +98.2% | +4.0% |
| YTD | +7.0% | -99.7% | +106.7% | +14.1% |
| 1Y | +23.1% | -99.9% | +123.0% | +33.3% |
| 3Y | +135.4% | -100.0% | +235.4% | +170.8% |
| 5Y | +250.3% | -100.0% | +350.3% | +303.5% |
| All | +424.0% | -100.0% | +524.0% | +606.3% |
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