+135.3%
PSX vs ZCMD
-100.0%
+235.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.6% |
| 7D | +1.8% | -4.1% | +6.0% | +1.8% |
| 30D | +21.6% | -22.7% | +44.4% | +21.7% |
| 3M | +46.5% | -62.5% | +109.0% | +46.5% |
| 6M | +62.0% | -99.5% | +161.5% | +62.6% |
| YTD | +106.3% | -99.7% | +206.1% | +107.8% |
| 1Y | +103.0% | -99.9% | +202.9% | +105.0% |
| All | +135.3% | -100.0% | +235.3% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling