+294.5%
ZETA vs PEGA
-49.3%
+343.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.3% | +6.9% | +7.6% |
| 7D | +13.2% | -8.2% | +21.4% | +17.7% |
| 30D | +6.0% | -11.6% | +17.5% | +11.9% |
| 3M | +27.3% | -4.2% | +31.5% | +29.0% |
| 6M | +104.6% | -12.0% | +116.6% | +115.3% |
| YTD | +72.3% | -46.9% | +119.2% | +126.0% |
| 1Y | +76.3% | -47.0% | +123.3% | +131.7% |
| 3Y | +325.6% | +40.9% | +284.7% | +223.0% |
| 5Y | +254.2% | -45.4% | +299.6% | +346.1% |
| All | +294.5% | -49.3% | +343.8% | +426.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling