-0.4%
PL vs ZCMD
-99.9%
+99.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.4% | -6.3% |
| 7D | -11.7% | -13.3% | +1.6% | -11.5% |
| 30D | -27.1% | -49.6% | +22.5% | -26.5% |
| 3M | -44.6% | -54.6% | +10.0% | -44.1% |
| 6M | -67.2% | -99.8% | +32.6% | -66.0% |
| YTD | -35.9% | -99.9% | +64.0% | -33.1% |
| 1Y | -0.4% | -99.9% | +99.5% | +2.7% |
| All | -0.4% | -99.9% | +99.5% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling