+324.5%
ZETA vs PEGA
-49.5%
+374.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.1% | +7.8% |
| 7D | +18.8% | -8.6% | +27.4% | +23.7% |
| 30D | +12.6% | -10.1% | +22.7% | +18.0% |
| 3M | +29.5% | -4.7% | +34.2% | +31.5% |
| 6M | +128.6% | -8.0% | +136.6% | +135.6% |
| YTD | +85.5% | -47.1% | +132.6% | +143.7% |
| 1Y | +90.6% | -47.5% | +138.1% | +151.5% |
| 3Y | +358.0% | +40.2% | +317.8% | +248.2% |
| 5Y | +282.0% | -45.7% | +327.7% | +382.8% |
| All | +324.5% | -49.5% | +374.1% | +467.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling