-100.0%
ZCMD vs PENG
+42.1%
-142.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.4% | -10.6% | +0.2% |
| 7D | -4.4% | -19.4% | +15.0% | -2.2% |
| 30D | -43.0% | -42.4% | -0.6% | -39.6% |
| 3M | -54.9% | -25.6% | -29.2% | -54.0% |
| 6M | -99.8% | +7.3% | -107.0% | -99.8% |
| YTD | -99.9% | +113.9% | -213.7% | -99.9% |
| 1Y | -99.9% | +93.6% | -193.5% | -99.9% |
| 3Y | -100.0% | +170.2% | -270.2% | -100.0% |
| All | -100.0% | +42.1% | -142.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling