-59.1%
Z vs PEGA
-45.2%
-13.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.0% | -0.6% |
| 7D | -4.6% | -4.5% | 0.0% | -2.1% |
| 30D | +8.3% | -5.7% | +14.0% | +12.1% |
| 3M | -11.6% | +2.6% | -14.2% | -11.9% |
| 6M | -33.6% | -10.6% | -23.0% | -30.7% |
| YTD | -56.7% | -45.5% | -11.2% | -46.3% |
| 1Y | -59.1% | -44.8% | -14.3% | -49.4% |
| All | -59.1% | -45.2% | -13.9% | -49.4% |
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