+200.2%
ZTS vs PEGA
+431.7%
-231.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +4.5% |
| 7D | -1.0% | -10.0% | +8.9% | +1.2% |
| 30D | +10.8% | -12.7% | +23.5% | +13.9% |
| 3M | +14.1% | -4.6% | +18.6% | +14.9% |
| 6M | +0.8% | -13.1% | +13.8% | +2.7% |
| YTD | -33.1% | -47.6% | +14.5% | -25.1% |
| 1Y | -30.0% | -47.0% | +17.0% | -22.0% |
| 3Y | -49.5% | +42.0% | -91.5% | -57.7% |
| 5Y | -60.2% | -47.8% | -12.4% | -59.5% |
| 10Y | +77.0% | +92.0% | -14.9% | +36.4% |
| All | +200.2% | +431.7% | -231.5% | +120.3% |
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 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