+48.4%
PNR vs ZCMD
-100.0%
+148.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.9% |
| 7D | -3.9% | -4.1% | +0.3% | -3.8% |
| 30D | -13.8% | -22.7% | +8.9% | -13.5% |
| 3M | -22.5% | -62.5% | +40.0% | -23.3% |
| 6M | -37.2% | -99.5% | +62.3% | -33.0% |
| YTD | -44.2% | -99.7% | +55.5% | -39.6% |
| 1Y | -46.6% | -99.9% | +53.2% | -41.2% |
| 3Y | -12.5% | -100.0% | +87.5% | +0.6% |
| 5Y | -19.3% | -100.0% | +80.6% | -7.1% |
| All | +48.4% | -100.0% | +148.4% | +83.8% |
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