+35.3%
ZBRA vs PEGA
+49.1%
-13.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | -1.8% | -6.1% | +4.3% | +0.3% |
| 30D | -8.8% | +6.4% | -15.2% | -10.9% |
| 3M | +47.2% | +2.9% | +44.3% | +44.3% |
| 6M | +61.3% | -23.8% | +85.1% | +73.6% |
| YTD | +42.0% | -41.1% | +83.1% | +65.3% |
| 1Y | +10.5% | -38.2% | +48.7% | +25.6% |
| All | +35.3% | +49.1% | -13.7% | +1.2% |
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 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