+9.6%
ZM vs PEGA
-44.4%
+54.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.4% | -2.9% | -5.5% | -7.3% |
| 30D | -1.9% | -0.5% | -1.4% | -2.0% |
| 3M | -10.1% | +8.5% | -18.6% | -13.3% |
| 6M | -13.9% | -6.3% | -7.6% | -13.1% |
| YTD | +6.4% | -42.2% | +48.6% | +26.2% |
| 1Y | +9.6% | -43.4% | +53.0% | +31.8% |
| All | +9.6% | -44.4% | +54.0% | +31.8% |
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