-100.0%
ZCMD vs PEGA
+46.3%
-146.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -2.8% |
| 7D | -7.7% | +0.1% | -7.8% | -7.5% |
| 30D | -34.8% | -4.1% | -30.6% | -35.6% |
| 3M | -56.3% | -2.8% | -53.5% | -56.6% |
| 6M | -99.7% | -0.4% | -99.2% | -99.7% |
| YTD | -99.9% | -45.4% | -54.5% | -99.8% |
| 1Y | -99.9% | -42.6% | -57.3% | -99.9% |
| 3Y | -100.0% | +45.4% | -145.4% | -100.0% |
| All | -100.0% | +46.3% | -146.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling