-36.8%
PTC vs ZCMD
-99.9%
+63.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.2% |
| 7D | -13.6% | -4.1% | -9.4% | -13.6% |
| 30D | -14.7% | -22.7% | +8.1% | -14.9% |
| 3M | -5.9% | -62.5% | +56.6% | -4.8% |
| 6M | -21.1% | -99.5% | +78.3% | -18.8% |
| YTD | -26.0% | -99.7% | +73.7% | -23.5% |
| 1Y | -36.8% | -99.9% | +63.1% | -33.5% |
| All | -36.8% | -99.9% | +63.1% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling