+4,007.0%
ZBRA vs PEGA
+1,037.5%
+2,969.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -14.0% | -4.1% | -9.9% | -13.6% |
| 3M | -14.7% | -2.8% | -11.8% | -14.5% |
| 6M | +31.3% | -0.4% | +31.7% | +30.4% |
| YTD | +33.4% | -45.4% | +78.8% | +44.2% |
| 1Y | +34.1% | -42.6% | +76.7% | +43.8% |
| 3Y | +59.9% | +45.4% | +14.5% | +47.3% |
| 5Y | -45.3% | -44.6% | -0.7% | -43.7% |
| 10Y | +384.4% | +91.2% | +293.3% | +331.5% |
| All | +4,007.0% | +1,037.5% | +2,969.6% | +1,717.3% |
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