+22.4%
ZM vs PEGA
-30.0%
+52.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.6% |
| 7D | +2.9% | +3.3% | -0.3% | +1.7% |
| 30D | +0.7% | +17.7% | -17.1% | -5.0% |
| 3M | -3.7% | +5.8% | -9.5% | -6.8% |
| 6M | +29.9% | -20.3% | +50.1% | +34.6% |
| YTD | +17.4% | -37.1% | +54.6% | +27.9% |
| 1Y | +22.4% | -30.2% | +52.6% | +30.2% |
| All | +22.4% | -30.0% | +52.4% | +30.2% |
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 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