+341.6%
ZETA vs PEG
+35.4%
+306.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -6.5% | -0.9% | -5.6% | -6.3% |
| 30D | +4.8% | -2.8% | +7.6% | +5.5% |
| 3M | +53.3% | -6.9% | +60.3% | +55.8% |
| 6M | +66.8% | -11.4% | +78.2% | +71.6% |
| YTD | +50.2% | -7.4% | +57.6% | +51.4% |
| 1Y | +62.0% | -8.3% | +70.3% | +63.4% |
| 3Y | +276.4% | +31.5% | +244.8% | +233.3% |
| 5Y | +341.6% | +38.0% | +303.7% | +300.1% |
| All | +341.6% | +35.4% | +306.2% | +300.1% |
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 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