+206.9%
PWR vs ZCMD
-100.0%
+306.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.9% |
| 7D | +2.7% | -4.1% | +6.8% | +2.7% |
| 30D | -5.1% | -22.7% | +17.6% | -5.0% |
| 3M | -9.4% | -62.5% | +53.1% | -9.9% |
| 6M | +10.4% | -99.5% | +109.9% | +9.7% |
| YTD | +48.6% | -99.7% | +148.4% | +47.0% |
| 1Y | +68.0% | -99.9% | +167.9% | +65.4% |
| All | +206.9% | -100.0% | +306.9% | +192.0% |
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