+141.3%
PTC vs ZCMD
-100.0%
+241.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.1% |
| 7D | +0.8% | -2.9% | +3.8% | +0.8% |
| 30D | +1.2% | -28.5% | +29.6% | +1.2% |
| 3M | +32.6% | -56.5% | +89.2% | +32.5% |
| 6M | +36.1% | -99.7% | +135.7% | +41.9% |
| YTD | +12.7% | -99.9% | +112.5% | +18.8% |
| 1Y | +10.2% | -99.9% | +110.1% | +16.8% |
| 3Y | +29.4% | -100.0% | +129.4% | +45.2% |
| 5Y | +61.1% | -100.0% | +161.1% | +84.4% |
| All | +141.3% | -100.0% | +241.3% | +210.6% |
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