-36.7%
ZS vs PEGA
-30.0%
-6.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -7.8% | +3.3% | -11.1% | -9.3% |
| 30D | +5.0% | +17.7% | -12.7% | -3.2% |
| 3M | +25.5% | +5.8% | +19.7% | +20.8% |
| 6M | +8.7% | -20.3% | +29.0% | +18.0% |
| YTD | -24.5% | -37.1% | +12.6% | -13.3% |
| 1Y | -36.7% | -30.2% | -6.5% | -30.0% |
| All | -36.7% | -30.0% | -6.7% | -30.0% |
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