-26.7%
ZTS vs PEGA
-44.4%
+17.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +15.4% | -2.9% | +18.3% | +15.9% |
| 30D | +25.8% | -0.5% | +26.3% | +25.8% |
| 3M | +18.1% | +8.5% | +9.6% | +16.8% |
| 6M | -19.7% | -6.3% | -13.5% | -20.0% |
| YTD | -27.5% | -42.2% | +14.7% | -25.7% |
| 1Y | -26.7% | -43.4% | +16.7% | -22.3% |
| All | -26.7% | -44.4% | +17.7% | -22.3% |
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