+1,091.4%
PR vs ZCMD
-100.0%
+1,191.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | +17.4% | -21.6% | +38.9% | +18.1% |
| 3M | +21.8% | -67.4% | +89.1% | +19.0% |
| 6M | +27.6% | -99.4% | +127.0% | +47.3% |
| YTD | +71.4% | -99.7% | +171.2% | +107.7% |
| 1Y | +78.3% | -99.9% | +178.2% | +126.6% |
| 3Y | +85.5% | -100.0% | +185.5% | +188.6% |
| 5Y | +422.7% | -100.0% | +522.6% | +704.0% |
| All | +1,091.4% | -100.0% | +1,191.4% | +5,611.1% |
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