+294.5%
ZETA vs PENG
+92.7%
+201.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.5% | +8.7% |
| 7D | +13.2% | -16.1% | +29.3% | +17.1% |
| 30D | +6.0% | -41.5% | +47.5% | +18.6% |
| 3M | +27.3% | -19.1% | +46.4% | +29.7% |
| 6M | +104.6% | +0.9% | +103.7% | +83.0% |
| YTD | +72.3% | +128.2% | -55.9% | +16.8% |
| 1Y | +76.3% | +98.6% | -22.3% | +24.6% |
| 3Y | +325.6% | +188.2% | +137.4% | +147.6% |
| 5Y | +254.2% | +55.5% | +198.7% | +123.1% |
| All | +294.5% | +92.7% | +201.7% | +154.6% |
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