+76.3%
PSA vs ZCMD
-100.0%
+176.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.7% |
| 7D | -1.8% | -5.4% | +3.6% | -1.8% |
| 30D | -8.4% | -24.8% | +16.4% | -8.3% |
| 3M | -7.8% | -62.8% | +55.0% | -8.1% |
| 6M | +0.8% | -99.5% | +100.3% | +3.2% |
| YTD | +16.5% | -99.8% | +116.3% | +19.7% |
| 1Y | +4.7% | -99.9% | +104.6% | +8.2% |
| 3Y | +21.1% | -100.0% | +121.0% | +25.2% |
| 5Y | +14.2% | -100.0% | +114.2% | +18.3% |
| All | +76.3% | -100.0% | +176.3% | +84.6% |
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