+297.3%
ZETA vs PENG
+191.6%
+105.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.3% | -4.8% | +2.5% |
| 7D | +6.2% | -3.8% | +10.0% | +6.2% |
| 30D | -2.0% | -40.1% | +38.1% | +7.4% |
| 3M | +21.7% | -21.8% | +43.5% | +24.7% |
| 6M | +89.1% | +3.3% | +85.8% | +68.7% |
| YTD | +59.3% | +133.6% | -74.3% | +6.6% |
| 1Y | +66.2% | +110.7% | -44.5% | +14.7% |
| 3Y | +297.3% | +204.3% | +93.0% | +100.3% |
| All | +297.3% | +191.6% | +105.7% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling