-13.1%
PEP vs ZETA
+280.9%
-294.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.7% |
| 7D | -1.4% | +2.7% | -4.0% | -1.4% |
| 30D | +0.2% | +15.8% | -15.6% | +0.2% |
| 3M | -1.1% | +35.4% | -36.5% | -1.2% |
| 6M | -13.5% | +67.1% | -80.6% | -13.4% |
| YTD | -1.2% | +54.1% | -55.2% | -1.2% |
| 1Y | -1.6% | +67.8% | -69.4% | -1.7% |
| All | -13.1% | +280.9% | -294.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling