-14.5%
Z vs PEGA
+99.2%
-113.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.9% | +7.7% | +5.7% |
| 7D | -5.2% | -10.0% | +4.8% | -0.1% |
| 30D | +5.7% | -12.7% | +18.4% | +13.2% |
| 3M | -8.7% | -4.6% | -4.2% | -6.3% |
| 6M | -26.0% | -13.1% | -12.9% | -21.5% |
| YTD | -55.0% | -47.6% | -7.5% | -40.1% |
| 1Y | -58.0% | -47.0% | -11.0% | -44.5% |
| 3Y | -15.2% | +42.0% | -57.2% | -42.7% |
| 5Y | -53.8% | -47.8% | -6.0% | -46.4% |
| 10Y | -14.5% | +92.0% | -106.5% | -44.1% |
| All | -14.5% | +99.2% | -113.7% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling