+174.6%
ZTS vs PEGA
+537.6%
-362.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -2.0% | +3.3% | -5.3% | -2.6% |
| 30D | +1.9% | +17.7% | -15.8% | -1.7% |
| 3M | -4.0% | +5.8% | -9.8% | -5.8% |
| 6M | -39.1% | -20.3% | -18.9% | -36.9% |
| YTD | -38.8% | -37.1% | -1.7% | -33.9% |
| 1Y | -49.6% | -30.2% | -19.4% | -47.0% |
| 3Y | -59.0% | +48.1% | -107.1% | -65.8% |
| 5Y | -61.8% | -46.8% | -15.0% | -60.8% |
| 10Y | +61.4% | +191.3% | -129.9% | +15.6% |
| All | +174.6% | +537.6% | -362.9% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling