-100.0%
ZCMD vs PENG
+228.3%
-328.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.9% |
| 7D | -2.9% | +34.6% | -37.5% | -7.0% |
| 30D | -28.5% | -35.9% | +7.5% | -24.9% |
| 3M | -56.5% | -14.7% | -41.8% | -56.5% |
| 6M | -99.7% | +13.5% | -113.2% | -99.7% |
| YTD | -99.9% | +156.1% | -256.0% | -99.9% |
| 1Y | -99.9% | +141.3% | -241.2% | -99.9% |
| 3Y | -100.0% | +223.4% | -323.4% | -100.0% |
| 5Y | -100.0% | +67.4% | -167.4% | -100.0% |
| All | -100.0% | +228.3% | -328.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling