-7.2%
PTC vs ZCMD
-100.0%
+92.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.5% |
| 7D | -12.8% | -1.4% | -11.4% | -12.8% |
| 30D | -9.8% | -21.6% | +11.8% | -10.0% |
| 3M | -2.1% | -67.4% | +65.3% | -1.2% |
| 6M | -18.1% | -99.4% | +81.3% | -17.4% |
| YTD | -23.5% | -99.7% | +76.2% | -23.0% |
| 1Y | -37.4% | -99.9% | +62.5% | -37.0% |
| 3Y | -7.2% | -100.0% | +92.8% | -10.5% |
| All | -7.2% | -100.0% | +92.8% | -10.5% |
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 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