+58.2%
ZM vs PEGA
-8.9%
+67.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.0% |
| 7D | +6.8% | -8.6% | +15.4% | +10.1% |
| 30D | +0.1% | -10.1% | +10.2% | +3.7% |
| 3M | -7.5% | -4.7% | -2.8% | -6.3% |
| 6M | -8.4% | -8.0% | -0.5% | -6.6% |
| YTD | +13.7% | -47.1% | +60.8% | +38.1% |
| 1Y | +15.9% | -47.5% | +63.4% | +40.9% |
| 3Y | +58.0% | +40.2% | +17.8% | +20.3% |
| 5Y | -60.4% | -45.7% | -14.6% | -59.0% |
| All | +58.2% | -8.9% | +67.1% | +45.4% |
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