+128.5%
ZETA vs PEG
-1.1%
+129.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -0.7% |
| 7D | +18.1% | +4.5% | +13.6% | +21.4% |
| 30D | +13.6% | +7.5% | +6.0% | +19.2% |
| 3M | +23.7% | +0.8% | +22.9% | +22.7% |
| 6M | +128.5% | 0.0% | +128.5% | +131.7% |
| All | +128.5% | -1.1% | +129.6% | +131.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling