-100.0%
ZCMD vs PTEN
+133.9%
-233.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.7% |
| 7D | -4.1% | -1.7% | -2.5% | -3.9% |
| 30D | -22.7% | +18.6% | -41.3% | -24.3% |
| 3M | -62.5% | +12.5% | -75.0% | -62.9% |
| 6M | -99.5% | +41.9% | -141.3% | -99.5% |
| YTD | -99.7% | +117.8% | -217.5% | -99.8% |
| 1Y | -99.9% | +145.3% | -245.2% | -99.9% |
| 3Y | -100.0% | -2.8% | -97.2% | -100.0% |
| 5Y | -100.0% | +93.4% | -193.4% | -100.0% |
| All | -100.0% | +133.9% | -233.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 all: compounded portfolio wealth divided by compounded PTEN 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…
all analysis · Full analysis span regression · 6 months rolling