+67.8%
ZETA vs PEGA
-30.0%
+97.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.5% |
| 7D | +2.7% | +3.3% | -0.6% | +0.6% |
| 30D | +15.8% | +17.7% | -1.9% | +4.6% |
| 3M | +35.4% | +5.8% | +29.6% | +29.4% |
| 6M | +67.1% | -20.3% | +87.4% | +86.2% |
| YTD | +54.1% | -37.1% | +91.2% | +88.6% |
| 1Y | +67.8% | -30.2% | +98.0% | +92.3% |
| All | +67.8% | -30.0% | +97.8% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling