-29.5%
ZBH vs PEGA
-48.2%
+18.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | -4.9% | -6.1% | +1.2% | -4.2% |
| 30D | -3.2% | +6.4% | -9.6% | -4.0% |
| 3M | +5.8% | +2.9% | +2.9% | +5.1% |
| 6M | +2.0% | -23.8% | +25.8% | +4.4% |
| YTD | +5.8% | -41.1% | +46.8% | +11.1% |
| 1Y | -7.9% | -38.2% | +30.3% | -4.0% |
| 3Y | -19.4% | +49.8% | -69.2% | -28.9% |
| 5Y | -29.5% | -48.0% | +18.5% | -24.0% |
| All | -29.5% | -48.2% | +18.7% | -24.0% |
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