+115.8%
PNC vs ZCMD
-100.0%
+215.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.0% |
| 7D | -0.7% | -4.1% | +3.4% | -0.7% |
| 30D | -4.4% | -22.7% | +18.3% | -4.2% |
| 3M | +4.5% | -62.5% | +67.0% | +3.7% |
| 6M | +19.1% | -99.5% | +118.5% | +23.9% |
| YTD | +18.0% | -99.7% | +117.8% | +24.1% |
| 1Y | +24.1% | -99.9% | +123.9% | +32.3% |
| 3Y | +130.0% | -100.0% | +230.0% | +155.7% |
| 5Y | +50.4% | -100.0% | +150.4% | +67.4% |
| All | +115.8% | -100.0% | +215.8% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling