+302.5%
PSX vs ZCMD
-100.0%
+402.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +7.8% | -7.7% | +15.5% | +7.8% |
| 30D | -10.9% | -34.8% | +23.9% | -10.9% |
| 3M | +14.5% | -56.3% | +70.8% | +14.6% |
| 6M | +56.1% | -99.7% | +155.8% | +57.0% |
| YTD | +109.6% | -99.9% | +209.4% | +111.4% |
| 1Y | +95.5% | -99.9% | +195.4% | +97.5% |
| 3Y | +156.2% | -100.0% | +256.2% | +160.6% |
| All | +302.5% | -100.0% | +402.5% | +318.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling