+294.9%
ZETA vs PEG
+43.5%
+251.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +18.1% | +4.5% | +13.6% | +16.7% |
| 30D | +13.6% | +7.5% | +6.0% | +11.2% |
| 3M | +23.7% | +0.8% | +22.9% | +23.3% |
| 6M | +128.5% | 0.0% | +128.5% | +127.1% |
| YTD | +80.1% | -3.0% | +83.1% | +79.3% |
| 1Y | +98.0% | -4.7% | +102.7% | +98.5% |
| 3Y | +348.6% | +36.5% | +312.1% | +281.7% |
| All | +294.9% | +43.5% | +251.5% | +219.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling