+160.8%
PM vs ZCMD
-100.0%
+260.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.1% |
| 7D | -7.1% | +1.4% | -8.4% | -7.1% |
| 30D | -2.8% | -29.9% | +27.1% | -2.6% |
| 3M | +6.3% | -54.9% | +61.2% | +6.8% |
| 6M | +9.6% | -99.7% | +109.3% | +10.3% |
| YTD | +25.6% | -99.9% | +125.5% | +26.3% |
| 1Y | +29.7% | -99.9% | +129.6% | +30.3% |
| 3Y | +147.6% | -100.0% | +247.6% | +149.7% |
| All | +160.8% | -100.0% | +260.8% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling