-100.0%
ZCMD vs PFG
+188.0%
-288.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.1% | -7.2% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | -24.8% | +2.9% | -27.7% | -25.1% |
| 3M | -62.8% | +6.7% | -69.5% | -63.1% |
| 6M | -99.5% | +33.8% | -133.3% | -99.5% |
| YTD | -99.8% | +35.0% | -134.7% | -99.8% |
| 1Y | -99.9% | +46.4% | -146.3% | -99.9% |
| 3Y | -100.0% | +71.7% | -171.6% | -100.0% |
| 5Y | -100.0% | +113.7% | -213.7% | -100.0% |
| All | -100.0% | +188.0% | -288.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling