-32.9%
PODD vs ZCMD
-100.0%
+67.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.1% | +5.0% | -2.0% |
| 7D | -10.5% | -5.4% | -5.1% | -10.5% |
| 30D | -9.0% | -24.8% | +15.8% | -9.1% |
| 3M | -11.5% | -62.8% | +51.2% | -11.3% |
| 6M | -44.7% | -99.5% | +54.8% | -41.8% |
| YTD | -53.6% | -99.8% | +46.2% | -50.6% |
| 1Y | -61.0% | -99.9% | +39.0% | -57.9% |
| 3Y | -24.7% | -100.0% | +75.3% | -15.3% |
| 5Y | -55.5% | -100.0% | +44.5% | -49.5% |
| All | -32.9% | -100.0% | +67.1% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling