-42.3%
ZS vs PEGA
-47.9%
+5.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.5% | -2.6% |
| 7D | -9.2% | -2.4% | -6.8% | -8.1% |
| 30D | -4.0% | +9.6% | -13.6% | -8.0% |
| 3M | +25.3% | +2.3% | +23.0% | +22.6% |
| 6M | -1.3% | -23.9% | +22.6% | +11.1% |
| YTD | -28.0% | -39.8% | +11.8% | -10.5% |
| 1Y | -42.5% | -37.4% | -5.1% | -30.6% |
| 3Y | +0.7% | +53.1% | -52.4% | -32.0% |
| 5Y | -42.3% | -47.2% | +4.9% | -23.6% |
| All | -42.3% | -47.9% | +5.6% | -23.6% |
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