+24.7%
Z vs PEGA
+183.2%
-158.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.7% |
| 7D | -3.0% | +3.3% | -6.3% | -4.5% |
| 30D | -4.2% | +17.7% | -21.9% | -11.3% |
| 3M | -3.7% | +5.8% | -9.5% | -7.1% |
| 6M | -24.5% | -20.3% | -4.3% | -17.5% |
| YTD | -49.3% | -37.1% | -12.2% | -38.4% |
| 1Y | -58.7% | -30.2% | -28.5% | -52.9% |
| 3Y | -34.1% | +48.1% | -82.2% | -55.4% |
| 5Y | -64.5% | -46.8% | -17.8% | -59.3% |
| 10Y | -0.5% | +191.3% | -191.8% | -46.4% |
| All | +24.7% | +183.2% | -158.5% | -32.7% |
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