+298.9%
PSX vs ZCMD
-100.0%
+398.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.2% |
| 7D | +4.5% | -8.0% | +12.5% | +4.6% |
| 30D | +26.6% | -27.9% | +54.5% | +26.7% |
| 3M | +39.3% | -74.6% | +113.8% | +39.2% |
| 6M | +56.8% | -99.5% | +156.3% | +59.7% |
| YTD | +101.8% | -99.7% | +201.6% | +107.0% |
| 1Y | +99.6% | -99.9% | +199.5% | +106.1% |
| 3Y | +140.3% | -100.0% | +240.3% | +154.8% |
| 5Y | +339.3% | -100.0% | +439.3% | +368.0% |
| All | +298.9% | -100.0% | +398.9% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling