+11.5%
PPG vs ZCMD
-100.0%
+111.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.4% |
| 7D | -3.7% | -4.1% | +0.4% | -3.7% |
| 30D | -7.2% | -22.7% | +15.5% | -7.1% |
| 3M | -7.3% | -62.5% | +55.2% | -7.3% |
| 6M | +0.3% | -99.5% | +99.7% | +2.1% |
| YTD | +6.5% | -99.7% | +106.3% | +8.8% |
| 1Y | +0.5% | -99.9% | +100.4% | +2.9% |
| 3Y | -15.3% | -100.0% | +84.7% | -11.9% |
| 5Y | -22.9% | -100.0% | +77.1% | -19.9% |
| All | +11.5% | -100.0% | +111.5% | +16.1% |
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