+252.6%
ZETA vs PEG
+42.2%
+210.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | +15.8% | -2.4% | +18.2% | +16.4% |
| 3M | +35.4% | -4.8% | +40.2% | +36.6% |
| 6M | +67.1% | -10.7% | +77.8% | +71.2% |
| YTD | +54.1% | -6.7% | +60.7% | +55.0% |
| 1Y | +67.8% | -6.8% | +74.7% | +68.3% |
| 3Y | +311.4% | +34.5% | +276.9% | +267.3% |
| 5Y | +324.8% | +35.8% | +289.0% | +289.7% |
| All | +252.6% | +42.2% | +210.5% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling