-67.2%
ZM vs PEGA
-47.9%
-19.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.2% | -0.7% | -3.3% |
| 7D | +1.6% | -2.4% | +4.0% | +2.5% |
| 30D | -7.7% | +9.6% | -17.3% | -10.7% |
| 3M | -4.7% | +2.3% | -7.0% | -6.0% |
| 6M | +24.4% | -23.9% | +48.3% | +35.3% |
| YTD | +11.8% | -39.8% | +51.5% | +30.6% |
| 1Y | +13.4% | -37.4% | +50.8% | +29.5% |
| 3Y | +33.8% | +53.1% | -19.3% | -3.7% |
| 5Y | -67.2% | -47.2% | -19.9% | -61.9% |
| All | -67.2% | -47.9% | -19.2% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling