-20.3%
PNR vs ZCMD
-100.0%
+79.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.2% |
| 7D | -6.0% | -5.4% | -0.6% | -6.0% |
| 30D | -14.0% | -24.8% | +10.8% | -13.8% |
| 3M | -21.7% | -62.8% | +41.1% | -22.2% |
| 6M | -37.3% | -99.5% | +62.3% | -34.0% |
| YTD | -45.1% | -99.8% | +54.6% | -41.7% |
| 1Y | -49.1% | -99.9% | +50.8% | -45.4% |
| 3Y | -14.8% | -100.0% | +85.2% | -7.1% |
| All | -20.3% | -100.0% | +79.7% | -14.3% |
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