-43.4%
PEGA vs ZYBT
-42.3%
-1.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | -2.9% | -3.5% | +0.7% | -2.9% |
| 30D | -0.5% | +15.1% | -15.6% | -0.5% |
| 3M | +8.5% | +7.0% | +1.5% | +8.5% |
| 6M | -6.3% | +37.7% | -44.0% | -3.8% |
| YTD | -42.2% | +19.1% | -61.3% | -41.5% |
| 1Y | -43.4% | -38.3% | -5.2% | -37.9% |
| All | -43.4% | -42.3% | -1.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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