-59.3%
PINS vs ZCMD
-100.0%
+40.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -4.2% |
| 7D | -2.1% | -4.4% | +2.3% | -2.1% |
| 30D | -6.6% | -43.0% | +36.3% | -6.4% |
| 3M | -18.7% | -54.9% | +36.1% | -18.5% |
| 6M | -10.4% | -99.8% | +89.4% | -6.2% |
| YTD | -26.8% | -99.9% | +73.1% | -23.0% |
| 1Y | -27.9% | -99.9% | +72.1% | -23.9% |
| 3Y | -38.7% | -100.0% | +61.3% | -33.3% |
| All | -59.3% | -100.0% | +40.6% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling