+2.5%
PEP vs ZETA
+85.8%
-83.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | -0.3% | +26.5% | -26.8% | +0.9% |
| 30D | +11.8% | +10.3% | +1.5% | +12.4% |
| 3M | +3.7% | +30.5% | -26.9% | +5.1% |
| 6M | -4.3% | +129.4% | -133.7% | 0.0% |
| YTD | +2.1% | +83.1% | -81.0% | +4.7% |
| 1Y | +2.5% | +82.1% | -79.6% | +5.4% |
| All | +2.5% | +85.8% | -83.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling