+27.7%
ZBRA vs PEGA
-44.4%
+72.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -13.6% | -2.9% | -10.7% | -13.0% |
| 30D | -11.5% | -0.5% | -11.0% | -11.5% |
| 3M | -9.9% | +8.5% | -18.4% | -12.0% |
| 6M | +48.6% | -6.3% | +54.9% | +49.5% |
| YTD | +36.9% | -42.2% | +79.1% | +50.3% |
| 1Y | +27.7% | -43.4% | +71.1% | +44.7% |
| All | +27.7% | -44.4% | +72.1% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling