+305.7%
ZBH vs PEGA
+3,691.6%
-3,386.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | -2.3% | +0.1% | -2.3% | -2.3% |
| 30D | +12.5% | -4.1% | +16.6% | +13.0% |
| 3M | +3.9% | -2.8% | +6.8% | +4.1% |
| 6M | +25.4% | -0.4% | +25.9% | +24.7% |
| YTD | +15.7% | -45.4% | +61.1% | +23.0% |
| 1Y | +15.2% | -42.6% | +57.8% | +21.6% |
| 3Y | +0.3% | +45.4% | -45.1% | -9.2% |
| 5Y | -16.1% | -44.6% | +28.5% | -16.7% |
| 10Y | +17.8% | +91.2% | -73.4% | +1.3% |
| All | +305.7% | +3,691.6% | -3,386.0% | +180.2% |
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