-53.6%
Z vs PEGA
-44.4%
-9.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | +10.2% | -2.9% | +13.0% | +11.8% |
| 30D | +23.7% | -0.5% | +24.2% | +24.4% |
| 3M | -6.6% | +8.5% | -15.1% | -9.6% |
| 6M | -23.0% | -6.3% | -16.7% | -21.8% |
| YTD | -50.3% | -42.2% | -8.1% | -40.4% |
| 1Y | -53.6% | -43.4% | -10.1% | -42.4% |
| All | -53.6% | -44.4% | -9.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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