-49.3%
PYPL vs ZCMD
-100.0%
+50.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -3.0% |
| 7D | +2.7% | -8.0% | +10.7% | +2.8% |
| 30D | -4.9% | -27.9% | +23.0% | -4.7% |
| 3M | +28.9% | -74.6% | +103.5% | +28.7% |
| 6M | +18.2% | -99.5% | +117.7% | +25.6% |
| YTD | -5.0% | -99.7% | +94.7% | +2.9% |
| 1Y | -18.8% | -99.9% | +81.1% | -10.7% |
| 3Y | -12.6% | -100.0% | +87.4% | +2.8% |
| 5Y | -80.8% | -100.0% | +19.2% | -77.2% |
| All | -49.3% | -100.0% | +50.7% | -32.5% |
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 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