-100.0%
ZCMD vs PSLV
+209.9%
-309.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | +0.3% |
| 7D | -2.0% | -4.9% | +2.8% | -0.2% |
| 30D | -19.8% | -1.9% | -17.9% | -19.3% |
| 3M | -62.1% | +4.2% | -66.3% | -61.7% |
| 6M | -99.5% | -27.6% | -71.9% | -99.4% |
| YTD | -99.7% | -11.7% | -88.1% | -99.7% |
| 1Y | -99.9% | +49.3% | -149.2% | -99.9% |
| 3Y | -100.0% | +167.1% | -267.1% | -100.0% |
| 5Y | -100.0% | +151.7% | -251.7% | -100.0% |
| All | -100.0% | +209.9% | -309.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling