+54.1%
ZM vs PEGA
+5.1%
+49.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.4% |
| 7D | -5.7% | -3.0% | -2.7% | -4.7% |
| 30D | -9.1% | +15.9% | -25.0% | -13.7% |
| 3M | +3.5% | +10.8% | -7.3% | -0.8% |
| 6M | +25.7% | -16.5% | +42.2% | +32.2% |
| YTD | +10.8% | -39.0% | +49.8% | +28.5% |
| 1Y | +12.8% | -37.3% | +50.0% | +28.4% |
| 3Y | +33.1% | +59.2% | -26.0% | -2.9% |
| 5Y | -68.3% | -44.9% | -23.4% | -67.4% |
| All | +54.1% | +5.1% | +49.0% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling