+1,607.1%
PWR vs ZCMD
-100.0%
+1,707.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +4.5% | -1.4% | +5.9% | +4.5% |
| 30D | -4.9% | -21.6% | +16.7% | -4.7% |
| 3M | -7.9% | -67.4% | +59.5% | -8.5% |
| 6M | +18.3% | -99.4% | +117.8% | +20.5% |
| YTD | +51.5% | -99.7% | +151.3% | +54.8% |
| 1Y | +70.3% | -99.9% | +170.2% | +74.9% |
| 3Y | +210.6% | -100.0% | +310.6% | +229.5% |
| 5Y | +456.7% | -100.0% | +556.7% | +488.9% |
| All | +1,607.1% | -100.0% | +1,707.1% | +1,913.2% |
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