-100.0%
ZCMD vs PSLV
+165.9%
-265.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.2% |
| 7D | -5.4% | -3.5% | -2.0% | -3.8% |
| 30D | -24.8% | -2.1% | -22.6% | -24.1% |
| 3M | -62.8% | -1.6% | -61.1% | -61.7% |
| 6M | -99.5% | -25.5% | -74.0% | -99.5% |
| YTD | -99.8% | -11.4% | -88.3% | -99.8% |
| 1Y | -99.9% | +48.6% | -148.5% | -99.9% |
| 3Y | -100.0% | +166.9% | -266.9% | -100.0% |
| All | -100.0% | +165.9% | -265.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling