+58.8%
ZTS vs PEGA
+170.9%
-112.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.1% |
| 7D | -3.8% | -6.1% | +2.4% | -2.4% |
| 30D | -2.0% | +6.4% | -8.4% | -3.5% |
| 3M | -10.2% | +2.9% | -13.1% | -11.4% |
| 6M | -39.4% | -23.8% | -15.6% | -36.4% |
| YTD | -40.8% | -41.1% | +0.2% | -34.9% |
| 1Y | -50.1% | -38.2% | -11.9% | -46.0% |
| 3Y | -58.9% | +49.8% | -108.7% | -66.7% |
| 5Y | -62.4% | -48.0% | -14.3% | -60.1% |
| 10Y | +58.8% | +173.1% | -114.3% | +16.4% |
| All | +58.8% | +170.9% | -112.1% | +16.4% |
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