+4,498.1%
ZBRA vs PEGA
+1,209.2%
+3,288.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.6% |
| 7D | +1.8% | +3.3% | -1.5% | +1.3% |
| 30D | -1.7% | +17.7% | -19.4% | -4.2% |
| 3M | +47.8% | +5.8% | +42.0% | +45.8% |
| 6M | +56.7% | -20.3% | +77.0% | +60.9% |
| YTD | +49.4% | -37.1% | +86.5% | +58.3% |
| 1Y | +16.5% | -30.2% | +46.7% | +21.3% |
| 3Y | +31.5% | +48.1% | -16.7% | +20.8% |
| 5Y | -38.6% | -46.8% | +8.2% | -36.6% |
| 10Y | +421.0% | +191.3% | +229.6% | +340.7% |
| All | +4,498.1% | +1,209.2% | +3,288.9% | +1,895.3% |
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