+101.4%
ZETA vs PENG
+143.7%
-42.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.5% |
| 7D | +26.5% | +34.6% | -8.1% | +21.3% |
| 30D | +10.3% | -35.9% | +46.2% | +14.9% |
| 3M | +30.5% | -14.7% | +45.2% | +31.4% |
| 6M | +129.4% | +13.5% | +115.8% | +103.9% |
| YTD | +83.1% | +156.1% | -73.0% | +11.9% |
| All | +101.4% | +143.7% | -42.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling