+32.3%
PPL vs ZCMD
-100.0%
+132.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | 0.0% |
| 7D | +2.7% | -8.0% | +10.7% | +2.7% |
| 30D | +0.5% | -27.9% | +28.3% | +0.6% |
| 3M | +0.7% | -74.6% | +75.2% | +0.8% |
| 6M | -7.6% | -99.5% | +91.9% | -5.7% |
| YTD | +1.8% | -99.7% | +101.6% | +4.3% |
| 1Y | -0.8% | -99.9% | +99.1% | +2.1% |
| 3Y | +56.9% | -100.0% | +156.9% | +63.9% |
| 5Y | +39.5% | -100.0% | +139.5% | +46.0% |
| All | +32.3% | -100.0% | +132.3% | +45.2% |
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