-3.9%
PINS vs ZCMD
-100.0%
+96.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -5.2% | -1.4% | -3.8% | -5.2% |
| 30D | -14.9% | -21.6% | +6.6% | -14.6% |
| 3M | -8.4% | -67.4% | +58.9% | -9.6% |
| 6M | +0.6% | -99.4% | +100.1% | +10.4% |
| YTD | -22.2% | -99.7% | +77.5% | -11.9% |
| 1Y | -46.9% | -99.9% | +53.0% | -38.2% |
| 3Y | -26.9% | -100.0% | +73.1% | -4.5% |
| 5Y | -63.0% | -100.0% | +37.0% | -51.5% |
| All | -3.9% | -100.0% | +96.1% | +60.2% |
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