+128.7%
PM vs ZCMD
-100.0%
+228.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.5% |
| 7D | -1.2% | -4.1% | +2.9% | -1.2% |
| 30D | -0.2% | -22.7% | +22.6% | 0.0% |
| 3M | +4.9% | -62.5% | +67.4% | +4.3% |
| 6M | +9.0% | -99.5% | +108.5% | +9.3% |
| YTD | +17.8% | -99.7% | +117.5% | +18.0% |
| 1Y | +16.8% | -99.9% | +116.7% | +17.0% |
| 3Y | +125.4% | -100.0% | +225.4% | +127.6% |
| 5Y | +128.7% | -100.0% | +228.7% | +129.9% |
| All | +128.7% | -100.0% | +228.7% | +129.9% |
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