-99.9%
ZCMD vs PENG
+106.3%
-206.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | -4.1% | +7.3% | -11.4% | -6.7% |
| 30D | -22.7% | -7.5% | -15.3% | -21.2% |
| 3M | -62.5% | -17.2% | -45.3% | -60.6% |
| 6M | -99.5% | +176.7% | -276.2% | -99.5% |
| YTD | -99.7% | +161.0% | -260.8% | -99.8% |
| 1Y | -99.9% | +108.8% | -208.7% | -99.9% |
| All | -99.9% | +106.3% | -206.2% | -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