-20.5%
ZBH vs PEGA
+49.1%
-69.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -4.9% | -6.1% | +1.2% | -4.5% |
| 30D | -3.2% | +6.4% | -9.6% | -3.7% |
| 3M | +5.8% | +2.9% | +2.9% | +5.3% |
| 6M | +2.0% | -23.8% | +25.8% | +3.0% |
| YTD | +5.8% | -41.1% | +46.8% | +8.4% |
| 1Y | -7.9% | -38.2% | +30.3% | -6.0% |
| All | -20.5% | +49.1% | -69.6% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling