+16.4%
PM vs ZCMD
-99.9%
+116.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.5% |
| 7D | -1.2% | -4.1% | +2.9% | -1.1% |
| 30D | -0.2% | -22.7% | +22.6% | +0.1% |
| 3M | +4.9% | -62.5% | +67.4% | +3.9% |
| 6M | +9.0% | -99.5% | +108.5% | +10.8% |
| YTD | +17.8% | -99.7% | +117.5% | +19.5% |
| All | +16.4% | -99.9% | +116.3% | +14.8% |
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