+239.5%
ZETA vs PEG
+40.9%
+198.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | +5.7% | -3.7% | +9.4% | +6.6% |
| 3M | +50.4% | -7.3% | +57.7% | +52.9% |
| 6M | +65.5% | -10.5% | +75.9% | +69.3% |
| YTD | +48.3% | -7.5% | +55.8% | +49.5% |
| 1Y | +45.4% | -8.7% | +54.1% | +46.8% |
| 3Y | +270.8% | +31.4% | +239.4% | +233.0% |
| 5Y | +336.1% | +37.8% | +298.3% | +303.6% |
| All | +239.5% | +40.9% | +198.6% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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