-41.5%
ZS vs PEGA
-47.0%
+5.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.3% |
| 7D | -13.7% | -8.6% | -5.0% | -9.1% |
| 30D | -14.2% | -10.1% | -4.1% | -9.3% |
| 3M | +8.5% | -4.7% | +13.3% | +11.4% |
| 6M | +30.2% | -8.0% | +38.1% | +36.1% |
| YTD | -13.8% | -47.1% | +33.3% | +11.1% |
| 1Y | -41.5% | -47.5% | +6.0% | -24.8% |
| All | -41.5% | -47.0% | +5.5% | -24.8% |
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