-14.8%
PYPL vs ZCMD
-100.0%
+85.2%
-57.3%
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 | -4.3% | -4.1% | -0.2% | -4.3% |
| 30D | -11.5% | -22.7% | +11.3% | -11.5% |
| 3M | +26.1% | -62.5% | +88.6% | +26.1% |
| 6M | +13.7% | -99.5% | +113.1% | +16.1% |
| YTD | -9.8% | -99.7% | +89.9% | -7.4% |
| 1Y | -22.1% | -99.9% | +77.8% | -20.1% |
| All | -14.8% | -100.0% | +85.2% | -16.5% |
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