-100.0%
ZCMD vs PEGA
-48.2%
-51.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +3.6% |
| 7D | -4.1% | -6.1% | +2.0% | -5.2% |
| 30D | -22.7% | +6.4% | -29.1% | -21.8% |
| 3M | -62.5% | +2.9% | -65.4% | -60.2% |
| 6M | -99.5% | -23.8% | -75.6% | -99.4% |
| YTD | -99.7% | -41.1% | -58.7% | -99.7% |
| 1Y | -99.9% | -38.2% | -61.7% | -99.9% |
| 3Y | -100.0% | +49.8% | -149.8% | -100.0% |
| 5Y | -100.0% | -48.0% | -52.0% | -100.0% |
| All | -100.0% | -48.2% | -51.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling