+61.2%
PEG vs ZCMD
-100.0%
+161.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | -1.9% | -21.6% | +19.7% | -1.8% |
| 3M | -3.7% | -67.4% | +63.7% | -3.9% |
| 6M | -9.4% | -99.4% | +90.0% | -8.0% |
| YTD | -6.0% | -99.7% | +93.8% | -4.2% |
| 1Y | -4.4% | -99.9% | +95.5% | -2.2% |
| 3Y | +33.5% | -100.0% | +133.5% | +39.3% |
| 5Y | +35.7% | -100.0% | +135.7% | +41.6% |
| All | +61.2% | -100.0% | +161.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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