+193.0%
PHM vs ZCMD
-100.0%
+293.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -5.0% | -1.0% |
| 7D | -3.9% | -4.1% | +0.3% | -3.8% |
| 30D | -8.6% | -22.7% | +14.2% | -8.4% |
| 3M | -2.9% | -62.5% | +59.6% | -3.5% |
| 6M | -5.7% | -99.5% | +93.8% | -0.6% |
| YTD | +1.9% | -99.7% | +101.6% | +8.9% |
| 1Y | -12.3% | -99.9% | +87.6% | -4.7% |
| 3Y | +50.8% | -100.0% | +150.8% | +68.4% |
| 5Y | +157.3% | -100.0% | +257.3% | +188.7% |
| All | +193.0% | -100.0% | +293.0% | +212.0% |
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