+1.2%
PTC vs ZCMD
-100.0%
+101.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| 6M | -21.1% | -99.5% | +78.3% | -20.1% |
| YTD | -26.0% | -99.7% | +73.7% | -25.1% |
| 1Y | -36.8% | -99.9% | +63.1% | -36.0% |
| 3Y | -10.3% | -100.0% | +89.7% | -8.4% |
| 5Y | +1.2% | -100.0% | +101.2% | +2.9% |
| All | +1.2% | -100.0% | +101.2% | +2.9% |
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