-99.9%
ZCMD vs PENG
+118.5%
-218.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.4% | -10.2% | -6.0% |
| 7D | -8.0% | +4.5% | -12.6% | -9.6% |
| 30D | -27.9% | -7.1% | -20.8% | -26.7% |
| 3M | -74.6% | -27.3% | -47.3% | -74.0% |
| 6M | -99.5% | +169.6% | -269.0% | -99.5% |
| YTD | -99.7% | +164.6% | -264.4% | -99.8% |
| 1Y | -99.9% | +109.5% | -209.4% | -99.9% |
| All | -99.9% | +118.5% | -218.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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