-29.3%
ZTS vs PEGA
-44.6%
+15.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +12.1% | -4.1% | +16.2% | +12.8% |
| 3M | +11.3% | -2.8% | +14.1% | +11.7% |
| 6M | +14.3% | -0.4% | +14.7% | +13.7% |
| YTD | -31.9% | -45.4% | +13.5% | -30.0% |
| 1Y | -29.3% | -42.6% | +13.4% | -27.7% |
| All | -29.3% | -44.6% | +15.3% | -27.7% |
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