+14.1%
PEP vs ZETA
+313.7%
-299.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | -0.3% | +26.5% | -26.8% | -0.3% |
| 30D | +11.8% | +10.3% | +1.5% | +11.8% |
| 3M | +3.7% | +30.5% | -26.9% | +3.6% |
| 6M | -4.3% | +129.4% | -133.7% | -4.5% |
| YTD | +2.1% | +83.1% | -81.0% | +2.0% |
| 1Y | +2.5% | +82.1% | -79.6% | +2.4% |
| 3Y | -5.0% | +352.3% | -357.3% | -6.7% |
| 5Y | +2.9% | +293.1% | -290.3% | +1.5% |
| All | +14.1% | +313.7% | -299.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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