+324.5%
ZETA vs PENG
+112.7%
+211.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | +5.1% |
| 7D | +18.8% | +1.9% | +16.9% | +17.4% |
| 30D | +12.6% | -37.8% | +50.4% | +24.2% |
| 3M | +29.5% | -14.1% | +43.6% | +30.0% |
| 6M | +128.6% | +13.1% | +115.5% | +98.7% |
| YTD | +85.5% | +151.8% | -66.3% | +22.7% |
| 1Y | +90.6% | +136.0% | -45.4% | +28.7% |
| 3Y | +358.0% | +217.9% | +140.1% | +160.1% |
| 5Y | +282.0% | +64.1% | +217.9% | +134.1% |
| All | +324.5% | +112.7% | +211.9% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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