+15.2%
PEP vs ZETA
+289.2%
-274.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.2% | -7.0% | +1.2% |
| 7D | +4.6% | +13.2% | -8.6% | +4.6% |
| 30D | +14.0% | +6.0% | +8.0% | +14.0% |
| 3M | +5.4% | +27.3% | -22.0% | +5.3% |
| 6M | -5.1% | +104.6% | -109.7% | -5.3% |
| YTD | +3.1% | +72.3% | -69.2% | +3.0% |
| 1Y | +4.8% | +76.3% | -71.5% | +4.6% |
| 3Y | -4.1% | +325.6% | -329.7% | -5.8% |
| 5Y | +3.0% | +254.2% | -251.3% | +1.5% |
| All | +15.2% | +289.2% | -274.0% | +15.6% |
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