-8.8%
PINS vs ZCMD
-100.0%
+91.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.5% |
| 7D | -3.4% | -2.9% | -0.5% | -3.3% |
| 30D | -14.5% | -28.5% | +13.9% | -14.0% |
| 3M | -16.5% | -56.5% | +40.0% | -15.5% |
| 6M | -7.0% | -99.7% | +92.7% | +2.8% |
| YTD | -26.1% | -99.9% | +73.7% | -15.6% |
| 1Y | -30.0% | -99.9% | +69.9% | -19.0% |
| 3Y | -38.5% | -100.0% | +61.5% | -20.0% |
| 5Y | -58.4% | -100.0% | +41.6% | -43.6% |
| All | -8.8% | -100.0% | +91.2% | +53.4% |
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