+131.2%
PNC vs ZCMD
-100.0%
+231.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.5% |
| 7D | -0.6% | -5.4% | +4.9% | -0.5% |
| 30D | -4.4% | -24.8% | +20.4% | -4.3% |
| 3M | +5.2% | -62.8% | +68.0% | +4.9% |
| 6M | +20.6% | -99.5% | +120.2% | +22.6% |
| YTD | +19.8% | -99.8% | +119.5% | +22.1% |
| 1Y | +24.4% | -99.9% | +124.3% | +27.4% |
| 3Y | +131.2% | -100.0% | +231.2% | +135.0% |
| All | +131.2% | -100.0% | +231.2% | +135.0% |
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