+12.4%
ZBRA vs PEGA
-37.1%
+49.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -3.8% | -5.3% | +1.5% | -2.5% |
| 30D | -10.2% | +8.3% | -18.5% | -12.1% |
| 3M | +58.7% | +8.9% | +49.8% | +54.1% |
| 6M | +61.9% | -19.7% | +81.6% | +69.1% |
| YTD | +41.7% | -39.9% | +81.6% | +56.3% |
| 1Y | +12.4% | -36.4% | +48.7% | +21.6% |
| All | +12.4% | -37.1% | +49.5% | +21.6% |
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