-71.8%
PYPL vs ZCMD
-100.0%
+28.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.7% |
| 7D | +0.1% | -7.7% | +7.8% | +0.1% |
| 30D | +5.7% | -34.8% | +40.5% | +5.7% |
| 3M | -1.9% | -56.3% | +54.4% | -1.8% |
| 6M | +31.8% | -99.7% | +131.5% | +35.4% |
| YTD | +2.4% | -99.9% | +102.3% | +6.2% |
| 1Y | -8.2% | -99.9% | +91.7% | -4.8% |
| 3Y | +10.2% | -100.0% | +110.2% | +15.3% |
| All | -71.8% | -100.0% | +28.2% | -69.9% |
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