-17.0%
PPG vs ZCMD
-100.0%
+83.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.4% |
| 7D | -6.2% | -5.4% | -0.8% | -6.2% |
| 30D | -7.9% | -24.8% | +16.8% | -7.9% |
| 3M | -10.2% | -62.8% | +52.6% | -10.0% |
| 6M | +2.7% | -99.5% | +102.2% | +3.6% |
| YTD | +4.9% | -99.8% | +104.6% | +5.7% |
| 1Y | -3.2% | -99.9% | +96.7% | -2.6% |
| 3Y | -17.0% | -100.0% | +83.0% | -21.3% |
| All | -17.0% | -100.0% | +83.0% | -21.3% |
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 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