+246.3%
ZETA vs PEGA
-42.5%
+288.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | +0.2% |
| 7D | -2.4% | -2.4% | 0.0% | -1.3% |
| 30D | +15.6% | +9.6% | +6.0% | +10.5% |
| 3M | +41.5% | +2.3% | +39.2% | +38.9% |
| 6M | +63.4% | -23.9% | +87.3% | +84.1% |
| YTD | +51.3% | -39.8% | +91.1% | +88.1% |
| 1Y | +65.8% | -37.4% | +103.2% | +101.2% |
| 3Y | +279.2% | +53.1% | +226.0% | +178.6% |
| 5Y | +341.8% | -47.2% | +389.0% | +476.3% |
| All | +246.3% | -42.5% | +288.8% | +337.9% |
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