+65.8%
ZETA vs PEGA
-35.6%
+101.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | +0.8% |
| 7D | -2.4% | -2.4% | 0.0% | -1.0% |
| 30D | +15.6% | +9.6% | +6.0% | +8.9% |
| 3M | +41.5% | +2.3% | +39.2% | +37.9% |
| 6M | +63.4% | -23.9% | +87.3% | +87.8% |
| YTD | +51.3% | -39.8% | +91.1% | +91.6% |
| 1Y | +65.8% | -37.4% | +103.2% | +108.0% |
| All | +65.8% | -35.6% | +101.4% | +108.0% |
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