-100.0%
ZCMD vs PFG
+189.2%
-289.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.6% |
| 7D | -8.0% | +5.5% | -13.5% | -8.6% |
| 30D | -27.9% | +2.4% | -30.2% | -28.1% |
| 3M | -74.6% | +13.6% | -88.2% | -75.0% |
| 6M | -99.5% | +27.9% | -127.3% | -99.5% |
| YTD | -99.7% | +35.6% | -135.3% | -99.8% |
| 1Y | -99.9% | +48.5% | -148.4% | -99.9% |
| 3Y | -100.0% | +66.9% | -166.9% | -100.0% |
| 5Y | -100.0% | +111.0% | -210.9% | -100.0% |
| All | -100.0% | +189.2% | -289.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling