+297.3%
ZETA vs PEGA
+37.6%
+259.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.9% | +8.4% | +6.1% |
| 7D | +6.2% | -10.0% | +16.2% | +10.9% |
| 30D | -2.0% | -12.7% | +10.7% | +3.5% |
| 3M | +21.7% | -4.6% | +26.3% | +23.4% |
| 6M | +89.1% | -13.1% | +102.2% | +98.9% |
| YTD | +59.3% | -47.6% | +106.9% | +100.6% |
| 1Y | +66.2% | -47.0% | +113.2% | +108.8% |
| 3Y | +297.3% | +42.0% | +255.3% | +240.4% |
| All | +297.3% | +37.6% | +259.7% | +240.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling