-54.1%
Z vs PEGA
-43.7%
-10.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.3% | -8.3% | -9.7% |
| 7D | -2.3% | -1.6% | -0.7% | -1.5% |
| 30D | +9.4% | -3.0% | +12.3% | +11.2% |
| 3M | -16.1% | +5.8% | -21.9% | -17.6% |
| 6M | -30.4% | -8.8% | -21.6% | -28.2% |
| YTD | -55.6% | -43.5% | -12.1% | -45.2% |
| 1Y | -58.5% | -43.4% | -15.1% | -49.0% |
| 3Y | -19.6% | +48.6% | -68.2% | -42.0% |
| 5Y | -54.1% | -43.3% | -10.8% | -50.9% |
| All | -54.1% | -43.7% | -10.5% | -50.9% |
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