-64.8%
Z vs PEGA
-46.5%
-18.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.7% |
| 7D | -3.0% | +3.3% | -6.3% | -4.3% |
| 30D | -4.2% | +17.7% | -21.9% | -10.2% |
| 3M | -3.7% | +5.8% | -9.5% | -6.5% |
| 6M | -24.5% | -20.3% | -4.3% | -18.6% |
| YTD | -49.3% | -37.1% | -12.2% | -40.3% |
| 1Y | -58.7% | -30.2% | -28.5% | -53.8% |
| 3Y | -34.1% | +48.1% | -82.2% | -52.0% |
| All | -64.8% | -46.5% | -18.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling