-100.0%
ZCMD vs PEGA
-21.7%
-78.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.8% | -3.8% |
| 7D | -8.0% | +3.3% | -11.3% | -7.7% |
| 30D | -27.9% | +17.7% | -45.6% | -26.6% |
| 3M | -74.6% | +5.8% | -80.4% | -73.3% |
| 6M | -99.5% | -20.3% | -79.2% | -99.4% |
| YTD | -99.7% | -37.1% | -62.6% | -99.7% |
| 1Y | -99.9% | -30.2% | -69.7% | -99.9% |
| 3Y | -100.0% | +48.1% | -148.1% | -100.0% |
| 5Y | -100.0% | -46.8% | -53.2% | -100.0% |
| All | -100.0% | -21.7% | -78.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling