-2.7%
PINS vs ZCMD
-100.0%
+97.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | -2.1% |
| 7D | -12.0% | -8.0% | -4.0% | -11.9% |
| 30D | -12.7% | -27.9% | +15.2% | -12.2% |
| 3M | -5.5% | -74.6% | +69.1% | -6.1% |
| 6M | +5.3% | -99.5% | +104.7% | +15.6% |
| YTD | -21.2% | -99.7% | +78.5% | -10.7% |
| 1Y | -45.0% | -99.9% | +54.8% | -36.1% |
| 3Y | -26.2% | -100.0% | +73.8% | -3.5% |
| 5Y | -64.0% | -100.0% | +36.0% | -52.3% |
| All | -2.7% | -100.0% | +97.3% | +62.2% |
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 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