-99.9%
ZCMD vs PEGA
-36.0%
-63.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.5% | -5.2% |
| 7D | -5.4% | -3.0% | -2.4% | -8.9% |
| 30D | -24.8% | +15.9% | -40.7% | -9.0% |
| 3M | -62.8% | +10.8% | -73.6% | -43.5% |
| 6M | -99.5% | -16.5% | -83.0% | -99.2% |
| YTD | -99.8% | -39.0% | -60.7% | -99.6% |
| 1Y | -99.9% | -37.3% | -62.6% | -99.8% |
| All | -99.9% | -36.0% | -63.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling