+210.4%
PM vs ZCMD
-100.0%
+310.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.7% | +0.8% |
| 7D | +4.7% | -5.4% | +10.1% | +4.7% |
| 30D | +2.6% | -24.8% | +27.4% | +2.9% |
| 3M | +6.6% | -62.8% | +69.4% | +5.7% |
| 6M | +16.5% | -99.5% | +116.0% | +19.1% |
| YTD | +21.2% | -99.8% | +120.9% | +24.4% |
| 1Y | +17.9% | -99.9% | +117.8% | +21.8% |
| 3Y | +129.8% | -100.0% | +229.8% | +145.0% |
| 5Y | +133.0% | -100.0% | +233.0% | +148.7% |
| All | +210.4% | -100.0% | +310.4% | +277.5% |
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