-100.0%
ZCMD vs PENG
+236.2%
-336.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -1.4% | +7.8% | -9.2% | -2.5% |
| 30D | -21.6% | -12.2% | -9.4% | -20.4% |
| 3M | -67.4% | -20.6% | -46.7% | -66.5% |
| 6M | -99.4% | +180.9% | -280.4% | -99.5% |
| YTD | -99.7% | +162.3% | -262.0% | -99.8% |
| 1Y | -99.9% | +107.3% | -207.2% | -99.9% |
| 3Y | -100.0% | +110.8% | -210.8% | -100.0% |
| 5Y | -100.0% | +117.8% | -217.8% | -100.0% |
| All | -100.0% | +236.2% | -336.2% | -100.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling