+305.7%
PSX vs ZCMD
-100.0%
+405.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.4% | +0.4% |
| 7D | +1.7% | -5.4% | +7.1% | +1.7% |
| 30D | +15.6% | -24.8% | +40.4% | +15.7% |
| 3M | +46.5% | -62.8% | +109.3% | +46.1% |
| 6M | +55.0% | -99.5% | +154.5% | +58.1% |
| YTD | +105.3% | -99.8% | +205.0% | +110.6% |
| 1Y | +101.6% | -99.9% | +201.5% | +108.5% |
| 3Y | +134.1% | -100.0% | +234.1% | +148.3% |
| 5Y | +368.7% | -100.0% | +468.7% | +398.6% |
| All | +305.7% | -100.0% | +405.7% | +337.6% |
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