+76.3%
ZETA vs PEGA
-46.9%
+123.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.3% | +6.9% | +7.3% |
| 7D | +13.2% | -8.2% | +21.4% | +19.6% |
| 30D | +6.0% | -11.6% | +17.5% | +14.4% |
| 3M | +27.3% | -4.2% | +31.5% | +28.9% |
| 6M | +104.6% | -12.0% | +116.6% | +119.3% |
| YTD | +72.3% | -46.9% | +119.2% | +169.8% |
| 1Y | +76.3% | -47.0% | +123.3% | +176.1% |
| All | +76.3% | -46.9% | +123.2% | +176.1% |
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