+32.1%
PPL vs ZCMD
-100.0%
+132.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -1.1% | -21.6% | +20.5% | -1.0% |
| 3M | 0.0% | -67.4% | +67.4% | 0.0% |
| 6M | -7.6% | -99.4% | +91.9% | -5.7% |
| YTD | +1.7% | -99.7% | +101.5% | +4.2% |
| 1Y | +1.5% | -99.9% | +101.4% | +4.5% |
| 3Y | +55.3% | -100.0% | +155.2% | +62.1% |
| 5Y | +37.7% | -100.0% | +137.7% | +43.9% |
| All | +32.1% | -100.0% | +132.1% | +45.1% |
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 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