+403.3%
ZS vs PEGA
+15.7%
+387.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +3.7% |
| 7D | -3.8% | -6.1% | +2.3% | -0.6% |
| 30D | -6.0% | +6.4% | -12.4% | -9.0% |
| 3M | +32.0% | +2.9% | +29.1% | +28.4% |
| 6M | +2.1% | -23.8% | +26.0% | +16.1% |
| YTD | -26.2% | -41.1% | +14.9% | -5.3% |
| 1Y | -41.2% | -38.2% | -2.9% | -27.4% |
| 3Y | +3.3% | +49.8% | -46.5% | -31.9% |
| 5Y | -40.7% | -48.0% | +7.3% | -29.1% |
| All | +403.3% | +15.7% | +387.7% | +218.1% |
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