+3.3%
PEP vs ZETA
+216.2%
-212.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.2% |
| 7D | +6.7% | -10.0% | +16.7% | +6.7% |
| 30D | +13.5% | -10.6% | +24.1% | +13.5% |
| 3M | +3.9% | +8.9% | -4.9% | +3.8% |
| 6M | -6.0% | +65.1% | -71.1% | -6.4% |
| YTD | +2.5% | +44.8% | -42.4% | +2.1% |
| 1Y | +3.9% | +47.8% | -43.9% | +3.5% |
| 3Y | -4.7% | +248.8% | -253.4% | -7.6% |
| All | +3.3% | +216.2% | -212.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling