+62.0%
ZETA vs PEG
-6.5%
+68.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.4% |
| 7D | -6.5% | -0.9% | -5.6% | -7.0% |
| 30D | +4.8% | -2.8% | +7.6% | +3.1% |
| 3M | +53.3% | -6.9% | +60.3% | +47.3% |
| 6M | +66.8% | -11.4% | +78.2% | +56.7% |
| YTD | +50.2% | -7.4% | +57.6% | +44.7% |
| 1Y | +62.0% | -8.3% | +70.3% | +55.1% |
| All | +62.0% | -6.5% | +68.6% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling