-100.0%
ZCMD vs PFG
+181.5%
-281.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -7.7% | +2.4% | -10.1% | -7.9% |
| 30D | -34.8% | +5.9% | -40.6% | -35.2% |
| 3M | -56.3% | -0.4% | -55.9% | -56.4% |
| 6M | -99.7% | +14.8% | -114.5% | -99.7% |
| YTD | -99.9% | +31.9% | -131.8% | -99.9% |
| 1Y | -99.9% | +38.8% | -138.7% | -99.9% |
| 3Y | -100.0% | +82.4% | -182.4% | -100.0% |
| 5Y | -100.0% | +94.7% | -194.7% | -100.0% |
| All | -100.0% | +181.5% | -281.5% | -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