+22.2%
Z vs PEGA
+160.5%
-138.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | +10.2% | -2.9% | +13.0% | +11.7% |
| 30D | +23.7% | -0.5% | +24.2% | +24.4% |
| 3M | -6.6% | +8.5% | -15.1% | -9.8% |
| 6M | -23.0% | -6.3% | -16.7% | -21.4% |
| YTD | -50.3% | -42.2% | -8.1% | -37.1% |
| 1Y | -53.6% | -43.4% | -10.1% | -40.8% |
| 3Y | -10.1% | +52.1% | -62.2% | -40.1% |
| 5Y | -49.8% | -42.2% | -7.5% | -45.5% |
| 10Y | -1.6% | +114.6% | -116.2% | -39.0% |
| All | +22.2% | +160.5% | -138.2% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling