+273.7%
ZETA vs PEG
+31.0%
+242.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | +10.5% | -2.6% | +13.1% | +11.1% |
| 3M | +44.3% | -7.6% | +51.9% | +46.8% |
| 6M | +59.4% | -12.2% | +71.6% | +64.5% |
| YTD | +49.5% | -8.1% | +57.6% | +50.4% |
| 1Y | +62.7% | -7.0% | +69.6% | +61.7% |
| All | +273.7% | +31.0% | +242.7% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling