+0.7%
PEP vs ZETA
+65.2%
-64.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.5% |
| 7D | +0.1% | -2.4% | +2.5% | 0.0% |
| 30D | +0.7% | +15.6% | -14.9% | +1.2% |
| 3M | -0.5% | +41.5% | -42.0% | +0.6% |
| 6M | -11.3% | +63.4% | -74.7% | -9.4% |
| YTD | -0.6% | +51.3% | -51.9% | +1.1% |
| All | +0.7% | +65.2% | -64.5% | +1.8% |
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