+128.3%
PM vs ZCMD
-100.0%
+228.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.2% |
| 7D | +1.9% | -2.0% | +4.0% | +1.9% |
| 30D | +1.9% | -19.8% | +21.7% | +2.0% |
| 3M | +4.6% | -62.1% | +66.7% | +4.0% |
| 6M | +11.7% | -99.5% | +111.2% | +11.1% |
| YTD | +20.4% | -99.7% | +120.1% | +19.4% |
| 1Y | +19.0% | -99.9% | +118.8% | +17.5% |
| All | +128.3% | -100.0% | +228.3% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling